-53.0%
FLUT vs DUOL
+16.9%
-69.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.0% | -6.0% | -1.9% |
| 7D | -0.7% | +3.0% | -3.7% | -1.2% |
| 30D | +9.3% | +18.3% | -9.1% | +5.3% |
| 3M | -17.5% | +14.7% | -32.2% | -20.4% |
| 6M | -14.6% | +57.5% | -72.1% | -22.5% |
| YTD | -62.3% | -5.8% | -56.5% | -62.9% |
| 1Y | -59.6% | -11.4% | -48.3% | -60.0% |
| 3Y | -45.3% | -22.5% | -22.8% | -47.2% |
| 5Y | -50.4% | +6.6% | -57.1% | -59.1% |
| All | -53.0% | +16.9% | -69.9% | -60.8% |
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