+78.3%
JNJ vs DUOL
-8.7%
+87.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.5% | -0.1% |
| 7D | -4.3% | -8.6% | +4.3% | -4.6% |
| 30D | +3.0% | +7.2% | -4.1% | +3.3% |
| 3M | +12.2% | +19.1% | -6.8% | +13.3% |
| 6M | +10.5% | +52.5% | -42.1% | +13.0% |
| YTD | +30.8% | -17.3% | +48.1% | +30.6% |
| 1Y | +54.9% | -49.2% | +104.2% | +52.5% |
| All | +78.3% | -8.7% | +87.0% | +79.7% |
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 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