+44.5%
CIEN vs DUOL
-11.1%
+55.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +5.0% | -9.6% | -3.3% |
| 7D | +15.3% | +3.0% | +12.2% | +16.3% |
| 30D | -22.0% | +18.3% | -40.3% | -16.9% |
| 3M | -36.6% | +14.7% | -51.4% | -32.4% |
| 6M | -51.5% | +57.5% | -108.9% | -44.2% |
| YTD | +20.0% | -5.8% | +25.8% | +50.5% |
| 1Y | +44.5% | -11.4% | +55.8% | +86.0% |
| All | +44.5% | -11.1% | +55.5% | +86.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling