+167.9%
JPM vs DUOL
+9.2%
+158.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.8% |
| 7D | +0.3% | +5.1% | -4.8% | -0.1% |
| 30D | -0.2% | +14.1% | -14.3% | -1.2% |
| 3M | +15.9% | +41.5% | -25.6% | +12.8% |
| 6M | +20.9% | +60.6% | -39.7% | +16.3% |
| YTD | +12.9% | -12.0% | +24.9% | +13.0% |
| 1Y | +20.3% | -43.4% | +63.7% | +23.5% |
| 3Y | +160.9% | +3.7% | +157.2% | +152.7% |
| 5Y | +154.8% | -5.3% | +160.1% | +130.4% |
| All | +167.9% | +9.2% | +158.7% | +148.5% |
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