-42.9%
FLUT vs DUOL
+2.7%
-45.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -4.9% | -1.4% |
| 7D | -3.6% | -8.6% | +5.0% | -2.1% |
| 30D | -0.3% | +7.2% | -7.5% | -2.0% |
| 3M | -12.6% | +19.1% | -31.7% | -15.9% |
| 6M | -8.0% | +52.5% | -60.5% | -15.5% |
| YTD | -54.1% | -17.3% | -36.8% | -53.4% |
| 1Y | -66.1% | -49.2% | -16.9% | -63.3% |
| 3Y | -45.0% | -7.3% | -37.8% | -48.4% |
| 5Y | -51.2% | -16.3% | -35.0% | -58.0% |
| All | -42.9% | +2.7% | -45.5% | -50.7% |
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