+164.1%
JPM vs DUOL
+3.5%
+160.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.2% | +3.8% | -1.1% |
| 7D | -0.4% | -7.8% | +7.4% | +0.1% |
| 30D | -1.1% | +11.8% | -13.0% | -2.0% |
| 3M | +14.1% | +24.1% | -10.0% | +12.1% |
| 6M | +23.3% | +43.6% | -20.3% | +19.5% |
| YTD | +11.3% | -16.6% | +27.9% | +11.8% |
| 1Y | +23.0% | -46.0% | +69.0% | +26.6% |
| 3Y | +162.6% | -6.5% | +169.0% | +156.0% |
| 5Y | +152.8% | -7.4% | +160.2% | +130.0% |
| All | +164.1% | +3.5% | +160.6% | +145.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling