+125.6%
CSCO vs DUOL
+2.7%
+122.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.3% | -6.1% | -2.1% |
| 7D | -1.1% | -8.6% | +7.5% | -0.6% |
| 30D | -10.8% | +7.2% | -18.0% | -11.3% |
| 3M | -9.2% | +19.1% | -28.3% | -10.6% |
| 6M | +39.5% | +52.5% | -13.0% | +34.7% |
| YTD | +41.5% | -17.3% | +58.8% | +42.3% |
| 1Y | +61.0% | -49.2% | +110.2% | +67.0% |
| 3Y | +105.2% | -7.3% | +112.5% | +100.5% |
| 5Y | +113.4% | -16.3% | +129.7% | +96.4% |
| All | +125.6% | +2.7% | +122.9% | +108.5% |
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 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