-63.2%
FLUT vs DUOL
-38.2%
-25.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +26.0% | -28.3% | -8.0% |
| 7D | +4.2% | +19.3% | -15.1% | -0.5% |
| 30D | +8.0% | +9.6% | -1.6% | +5.3% |
| 3M | -22.1% | +17.1% | -39.1% | -26.1% |
| 6M | -21.7% | +46.3% | -68.0% | -30.9% |
| YTD | -62.0% | -8.1% | -53.9% | -64.5% |
| 1Y | -63.2% | -38.5% | -24.7% | -65.0% |
| All | -63.2% | -38.2% | -25.0% | -65.0% |
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 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