+108.5%
CSCO vs DUOL
-5.7%
+114.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.2% | +0.3% |
| 7D | -0.5% | -7.8% | +7.3% | -0.1% |
| 30D | -10.1% | +11.8% | -21.9% | -10.8% |
| 3M | -11.7% | +24.1% | -35.8% | -13.3% |
| 6M | +40.1% | +43.6% | -3.5% | +35.8% |
| YTD | +43.8% | -16.6% | +60.4% | +45.1% |
| 1Y | +66.6% | -46.0% | +112.6% | +73.4% |
| 3Y | +108.5% | -6.5% | +115.0% | +104.0% |
| All | +108.5% | -5.7% | +114.2% | +104.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling