-15.2%
JHX vs DUOL
+2.7%
-17.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.3% | -6.7% | -3.0% |
| 7D | -4.9% | -8.6% | +3.7% | -3.8% |
| 30D | -9.3% | +7.2% | -16.5% | -10.3% |
| 3M | +28.1% | +19.1% | +9.0% | +24.5% |
| 6M | +35.2% | +52.5% | -17.3% | +26.2% |
| YTD | +35.9% | -17.3% | +53.1% | +37.3% |
| 1Y | +42.5% | -49.2% | +91.7% | +53.0% |
| 3Y | -4.5% | -7.3% | +2.8% | -10.1% |
| 5Y | -27.1% | -16.3% | -10.8% | -36.3% |
| All | -15.2% | +2.7% | -17.9% | -27.3% |
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