+465.2%
CIEN vs DUOL
+9.2%
+456.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.9% | +1.4% |
| 7D | -15.2% | +5.1% | -20.3% | -15.6% |
| 30D | -21.5% | +14.1% | -35.6% | -22.7% |
| 3M | -40.1% | +41.5% | -81.6% | -42.7% |
| 6M | -6.6% | +60.6% | -67.2% | -13.0% |
| YTD | +37.3% | -12.0% | +49.2% | +37.9% |
| 1Y | +174.5% | -43.4% | +217.9% | +190.2% |
| 3Y | +562.3% | +3.7% | +558.5% | +538.6% |
| 5Y | +463.9% | -5.3% | +469.2% | +389.1% |
| All | +465.2% | +9.2% | +456.0% | +386.9% |
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