+101.6%
CSCO vs DUOL
+16.9%
+84.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +5.0% | -11.3% | -6.5% |
| 7D | +1.9% | +3.0% | -1.1% | +1.7% |
| 30D | -15.8% | +18.3% | -34.1% | -16.9% |
| 3M | -15.4% | +14.7% | -30.1% | -16.4% |
| 6M | -5.4% | +57.5% | -62.9% | -8.9% |
| YTD | +26.5% | -5.8% | +32.3% | +25.8% |
| 1Y | +25.9% | -11.4% | +37.3% | +25.7% |
| 3Y | +97.5% | -22.5% | +120.0% | +95.5% |
| 5Y | +93.0% | +6.6% | +86.4% | +76.0% |
| All | +101.6% | +16.9% | +84.7% | +84.3% |
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