-38.5%
DUOL vs FLR
+2.5%
-41.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.0% | -0.8% | +26.8% | +26.1% |
| 7D | +19.3% | +1.4% | +17.9% | +19.0% |
| 30D | +9.6% | -5.9% | +15.6% | +10.4% |
| 3M | +17.1% | -7.6% | +24.7% | +17.2% |
| 6M | +46.3% | -9.3% | +55.6% | +46.4% |
| YTD | -8.1% | +20.1% | -28.2% | -25.6% |
| 1Y | -38.5% | +3.0% | -41.5% | -41.1% |
| All | -38.5% | +2.5% | -41.0% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling