-32.4%
ADSK vs DUOL
+2.7%
-35.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.3% | -1.8% | +1.5% |
| 7D | -10.9% | -8.6% | -2.3% | -9.1% |
| 30D | -15.9% | +7.2% | -23.1% | -17.4% |
| 3M | -4.4% | +19.1% | -23.4% | -8.5% |
| 6M | -16.6% | +52.5% | -69.2% | -24.7% |
| YTD | -28.5% | -17.3% | -11.2% | -27.0% |
| 1Y | -34.6% | -49.2% | +14.6% | -27.2% |
| 3Y | -3.5% | -7.3% | +3.8% | -14.2% |
| 5Y | -25.6% | -16.3% | -9.3% | -43.2% |
| All | -32.4% | +2.7% | -35.1% | -47.8% |
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