+9.0%
DUOL vs FLR
+243.6%
-234.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.8% | -6.0% | -5.4% |
| 7D | -7.8% | +0.7% | -8.5% | -8.0% |
| 30D | +11.8% | -0.7% | +12.5% | +11.6% |
| 3M | +24.1% | +14.3% | +9.8% | +17.8% |
| 6M | +43.6% | +25.6% | +18.0% | +30.6% |
| YTD | -16.6% | +42.9% | -59.5% | -27.6% |
| 1Y | -46.0% | +38.7% | -84.8% | -52.5% |
| 3Y | -6.5% | +61.8% | -68.2% | -27.2% |
| 5Y | -7.4% | +254.1% | -261.5% | -35.4% |
| All | +9.0% | +243.6% | -234.5% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling