-58.6%
ADBE vs DUOL
+3.5%
-62.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.2% | +1.8% | -2.4% |
| 7D | -10.1% | -7.8% | -2.3% | -8.6% |
| 30D | -3.0% | +11.8% | -14.8% | -5.2% |
| 3M | +5.0% | +24.1% | -19.1% | +0.4% |
| 6M | -9.3% | +43.6% | -52.9% | -15.9% |
| YTD | -26.5% | -16.6% | -9.9% | -25.3% |
| 1Y | -28.3% | -46.0% | +17.8% | -22.2% |
| 3Y | -54.1% | -6.5% | -47.6% | -57.9% |
| 5Y | -61.2% | -7.4% | -53.8% | -68.1% |
| All | -58.6% | +3.5% | -62.1% | -66.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling