-55.4%
JD vs DUOL
+11.3%
-66.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -0.5% |
| 7D | -4.0% | +0.3% | -4.3% | -4.1% |
| 30D | +2.7% | +12.4% | -9.7% | -0.2% |
| 3M | -13.0% | +16.9% | -30.0% | -16.7% |
| 6M | -12.7% | +48.5% | -61.2% | -21.0% |
| YTD | -0.8% | -10.3% | +9.5% | -1.9% |
| 1Y | -8.9% | -15.6% | +6.7% | -8.9% |
| 3Y | +17.0% | -25.6% | +42.6% | +6.3% |
| 5Y | -63.5% | +1.5% | -65.0% | -76.0% |
| All | -55.4% | +11.3% | -66.7% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DUOL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling