+99.9%
BKNG vs DUOL
+2.7%
+97.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.7% | -0.1% |
| 7D | -10.7% | -8.6% | -2.1% | -9.5% |
| 30D | -18.1% | +7.2% | -25.3% | -19.0% |
| 3M | +8.5% | +19.1% | -10.5% | +5.3% |
| 6M | -0.1% | +52.5% | -52.6% | -6.8% |
| YTD | -18.2% | -17.3% | -0.9% | -17.3% |
| 1Y | -19.9% | -49.2% | +29.4% | -14.4% |
| 3Y | +41.6% | -7.3% | +48.9% | +32.5% |
| 5Y | +93.1% | -16.3% | +109.4% | +64.1% |
| All | +99.9% | +2.7% | +97.3% | +68.6% |
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