-32.2%
ADSK vs DUOL
+1.6%
-33.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | -2.5% | -7.0% | +4.5% | -1.0% |
| 30D | -14.9% | +6.7% | -21.6% | -16.3% |
| 3M | +3.3% | +16.0% | -12.7% | -0.6% |
| 6M | -15.7% | +45.4% | -61.1% | -23.0% |
| YTD | -28.2% | -18.1% | -10.1% | -26.6% |
| 1Y | -34.5% | -53.6% | +19.0% | -25.6% |
| 3Y | -2.9% | -11.0% | +8.1% | -12.8% |
| 5Y | -25.3% | -17.1% | -8.2% | -42.9% |
| All | -32.2% | +1.6% | -33.8% | -47.5% |
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