-11.0%
DUOL vs FLR
+54.2%
-65.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.3% |
| 7D | -7.0% | -3.5% | -3.5% | -6.2% |
| 30D | +6.7% | +4.2% | +2.6% | +5.5% |
| 3M | +16.0% | +8.1% | +7.9% | +12.3% |
| 6M | +45.4% | +21.5% | +23.9% | +33.5% |
| YTD | -18.1% | +36.8% | -54.9% | -28.1% |
| 1Y | -53.6% | +31.2% | -84.8% | -58.4% |
| 3Y | -11.0% | +53.9% | -64.9% | -34.1% |
| All | -11.0% | +54.2% | -65.2% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling