+115.0%
CSCO vs DUOL
+11.3%
+103.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.3% | +1.5% |
| 7D | +6.6% | +0.3% | +6.3% | +6.5% |
| 30D | -11.3% | +12.4% | -23.7% | -12.2% |
| 3M | -17.3% | +16.9% | -34.3% | -18.5% |
| 6M | +3.5% | +48.5% | -45.0% | +0.1% |
| YTD | +34.9% | -10.3% | +45.2% | +34.6% |
| 1Y | +40.5% | -15.6% | +56.1% | +40.7% |
| 3Y | +109.3% | -25.6% | +134.8% | +107.6% |
| 5Y | +105.9% | +1.5% | +104.3% | +88.3% |
| All | +115.0% | +11.3% | +103.7% | +97.2% |
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