+114.8%
CSCO vs DUOL
-11.2%
+125.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +0.6% |
| 7D | 0.0% | -11.8% | +11.8% | +0.8% |
| 30D | -10.7% | +1.5% | -12.2% | -11.0% |
| 3M | -8.7% | +18.1% | -26.9% | -10.2% |
| 6M | +44.9% | +38.7% | +6.3% | +40.6% |
| YTD | +44.1% | -20.7% | +64.8% | +45.4% |
| 1Y | +65.9% | -49.1% | +115.0% | +72.1% |
| 3Y | +109.0% | -11.0% | +120.0% | +104.4% |
| 5Y | +114.8% | -18.0% | +132.7% | +96.9% |
| All | +114.8% | -11.2% | +125.9% | +96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling