+515.5%
CIEN vs DUOL
+1.6%
+513.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.5% | +4.6% |
| 7D | +8.9% | -7.0% | +15.9% | +9.5% |
| 30D | -19.1% | +6.7% | -25.8% | -19.8% |
| 3M | -21.5% | +16.0% | -37.5% | -23.4% |
| 6M | +2.8% | +45.4% | -42.6% | -3.2% |
| YTD | +49.5% | -18.1% | +67.6% | +51.0% |
| 1Y | +163.8% | -53.6% | +217.4% | +185.9% |
| 3Y | +615.8% | -11.0% | +626.8% | +599.9% |
| 5Y | +548.4% | -17.1% | +565.5% | +464.5% |
| All | +515.5% | +1.6% | +513.9% | +433.2% |
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