+154.6%
JPM vs DUOL
-15.6%
+170.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.6% |
| 7D | -2.3% | -8.6% | +6.3% | -1.8% |
| 30D | -2.3% | +7.2% | -9.5% | -2.9% |
| 3M | +14.9% | +19.1% | -4.2% | +13.0% |
| 6M | +23.6% | +52.5% | -28.9% | +19.1% |
| YTD | +11.3% | -17.3% | +28.6% | +11.9% |
| 1Y | +19.9% | -49.2% | +69.1% | +24.2% |
| 3Y | +162.6% | -7.3% | +169.8% | +155.3% |
| 5Y | +154.6% | -16.3% | +170.9% | +130.0% |
| All | +154.6% | -15.6% | +170.2% | +130.0% |
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 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