+781.6%
FLEX vs DUOL
-1.5%
+783.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | -0.9% |
| 7D | +6.4% | -11.8% | +18.1% | +7.8% |
| 30D | -5.9% | +1.5% | -7.4% | -6.4% |
| 3M | -23.5% | +18.1% | -41.6% | -26.0% |
| 6M | +83.7% | +38.7% | +45.1% | +72.1% |
| YTD | +86.5% | -20.7% | +107.2% | +88.7% |
| 1Y | +100.5% | -49.1% | +149.6% | +114.8% |
| 3Y | +469.8% | -11.0% | +480.9% | +450.7% |
| 5Y | +725.7% | -18.0% | +743.6% | +640.6% |
| All | +781.6% | -1.5% | +783.2% | +677.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling