+166.1%
JPM vs DUOL
+1.6%
+164.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.8% |
| 7D | -0.7% | -7.0% | +6.3% | -0.2% |
| 30D | -2.5% | +6.7% | -9.2% | -3.0% |
| 3M | +14.1% | +16.0% | -1.9% | +12.6% |
| 6M | +25.1% | +45.4% | -20.3% | +21.1% |
| YTD | +12.1% | -18.1% | +30.3% | +12.8% |
| 1Y | +18.8% | -53.6% | +72.4% | +23.7% |
| 3Y | +163.4% | -11.0% | +174.4% | +157.7% |
| 5Y | +156.5% | -17.1% | +173.7% | +131.8% |
| All | +166.1% | +1.6% | +164.5% | +148.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling