+99.9%
BKNG vs DUOL
+1.6%
+98.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -9.8% | -7.0% | -2.8% | -8.8% |
| 30D | -17.9% | +6.7% | -24.6% | -18.8% |
| 3M | +6.6% | +16.0% | -9.4% | +3.8% |
| 6M | +1.1% | +45.4% | -44.3% | -5.1% |
| YTD | -18.2% | -18.1% | -0.1% | -17.2% |
| 1Y | -20.2% | -53.6% | +33.4% | -13.6% |
| 3Y | +39.9% | -11.0% | +50.8% | +31.7% |
| 5Y | +93.1% | -17.1% | +110.2% | +64.3% |
| All | +99.9% | +1.6% | +98.3% | +68.9% |
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 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