-16.3%
DUOL vs FLR
+230.6%
-246.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +4.9% |
| 7D | -8.6% | -6.9% | -1.7% | -6.8% |
| 30D | +7.2% | +1.1% | +6.0% | +6.7% |
| 3M | +19.1% | +14.3% | +4.7% | +12.8% |
| 6M | +52.5% | +19.1% | +33.4% | +40.3% |
| YTD | -17.3% | +35.1% | -52.4% | -27.3% |
| 1Y | -49.2% | +29.5% | -78.7% | -54.6% |
| 3Y | -7.3% | +53.0% | -60.3% | -27.4% |
| 5Y | -16.3% | +238.9% | -255.2% | -42.8% |
| All | -16.3% | +230.6% | -246.8% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling