+7.0%
DUOL vs FLR
+228.9%
-221.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.3% |
| 7D | -7.0% | -3.5% | -3.5% | -6.1% |
| 30D | +6.7% | +4.2% | +2.6% | +5.4% |
| 3M | +16.0% | +8.1% | +7.9% | +12.0% |
| 6M | +45.4% | +21.5% | +23.9% | +33.3% |
| YTD | -18.1% | +36.8% | -54.9% | -28.1% |
| 1Y | -53.6% | +31.2% | -84.8% | -58.5% |
| 3Y | -11.0% | +53.9% | -64.9% | -29.8% |
| 5Y | -17.1% | +243.0% | -260.2% | -41.5% |
| All | +7.0% | +228.9% | -221.9% | -25.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling