+79.4%
JNJ vs DUOL
-1.5%
+80.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.8% |
| 7D | -3.0% | -11.8% | +8.8% | -3.1% |
| 30D | +2.5% | +1.5% | +1.0% | +2.6% |
| 3M | +13.2% | +18.1% | -4.9% | +13.7% |
| 6M | +11.3% | +38.7% | -27.4% | +12.1% |
| YTD | +31.1% | -20.7% | +51.8% | +31.1% |
| 1Y | +54.3% | -49.1% | +103.4% | +53.7% |
| 3Y | +81.1% | -11.0% | +92.2% | +80.2% |
| 5Y | +82.7% | -18.0% | +100.7% | +82.1% |
| All | +79.4% | -1.5% | +80.9% | +77.9% |
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