-4.4%
JHX vs DUOL
-9.6%
+5.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | -6.3% | -7.0% | +0.7% | -5.6% |
| 30D | -7.7% | +6.7% | -14.5% | -8.6% |
| 3M | +19.2% | +16.0% | +3.2% | +16.6% |
| 6M | +38.3% | +45.4% | -7.1% | +30.9% |
| YTD | +37.2% | -18.1% | +55.3% | +39.5% |
| 1Y | +42.3% | -53.6% | +95.8% | +55.4% |
| 3Y | -4.4% | -11.0% | +6.6% | -7.8% |
| All | -4.4% | -9.6% | +5.2% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling