+98.5%
FLEX vs DUOL
-43.9%
+142.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +1.3% |
| 7D | -0.9% | +5.1% | -6.0% | -0.5% |
| 30D | -10.1% | +14.1% | -24.3% | -9.0% |
| 3M | -31.3% | +41.5% | -72.9% | -30.9% |
| 6M | +71.3% | +60.6% | +10.7% | +68.5% |
| YTD | +81.2% | -12.0% | +93.2% | +92.3% |
| 1Y | +98.5% | -43.4% | +141.9% | +128.3% |
| All | +98.5% | -43.9% | +142.4% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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