+726.2%
FLEX vs DUOL
-10.4%
+736.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -5.2% | +9.6% | +5.0% |
| 7D | +7.0% | -7.8% | +14.8% | +7.9% |
| 30D | -5.8% | +11.8% | -17.6% | -7.4% |
| 3M | -24.2% | +24.1% | -48.3% | -27.1% |
| 6M | +90.8% | +43.6% | +47.2% | +78.2% |
| YTD | +89.2% | -16.6% | +105.8% | +90.5% |
| 1Y | +104.7% | -46.0% | +150.7% | +118.0% |
| 3Y | +478.1% | -6.5% | +484.6% | +455.8% |
| 5Y | +726.2% | -7.4% | +733.6% | +625.6% |
| All | +726.2% | -10.4% | +736.6% | +625.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling