+756.8%
FLEX vs DUOL
+9.2%
+747.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +1.8% |
| 7D | -0.9% | +5.1% | -6.0% | -1.5% |
| 30D | -10.1% | +14.1% | -24.3% | -11.9% |
| 3M | -31.3% | +41.5% | -72.9% | -35.1% |
| 6M | +71.3% | +60.6% | +10.7% | +57.6% |
| YTD | +81.2% | -12.0% | +93.2% | +81.4% |
| 1Y | +98.5% | -43.4% | +141.9% | +110.3% |
| 3Y | +428.2% | +3.7% | +424.5% | +401.6% |
| 5Y | +657.3% | -5.3% | +662.5% | +570.1% |
| All | +756.8% | +9.2% | +747.6% | +647.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling