-44.7%
FLUT vs DUOL
-24.0%
-20.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | 0.0% | -3.3% |
| 7D | -1.2% | +0.3% | -1.5% | -1.3% |
| 30D | +5.0% | +12.4% | -7.4% | +1.8% |
| 3M | -16.4% | +16.9% | -33.4% | -20.2% |
| 6M | -14.6% | +48.5% | -63.1% | -22.8% |
| YTD | -61.9% | -10.3% | -51.6% | -62.5% |
| 1Y | -65.0% | -15.6% | -49.4% | -65.3% |
| All | -44.7% | -24.0% | -20.8% | -46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling