+84.2%
JNJ vs DUOL
-17.6%
+101.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | -3.5% | -7.0% | +3.5% | -3.6% |
| 30D | +2.3% | +6.7% | -4.4% | +2.4% |
| 3M | +12.0% | +16.0% | -4.0% | +12.4% |
| 6M | +10.5% | +45.4% | -34.9% | +11.4% |
| YTD | +30.4% | -18.1% | +48.5% | +30.4% |
| 1Y | +52.1% | -53.6% | +105.7% | +51.4% |
| 3Y | +77.8% | -11.0% | +88.8% | +76.9% |
| All | +84.2% | -17.6% | +101.8% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling