-44.3%
FLUT vs DUOL
-12.4%
-31.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | -0.5% |
| 7D | -2.6% | -11.8% | +9.2% | -0.4% |
| 30D | +5.4% | +1.5% | +3.9% | +4.7% |
| 3M | -10.8% | +18.1% | -28.9% | -14.0% |
| 6M | -9.2% | +38.7% | -47.9% | -15.2% |
| YTD | -53.8% | -20.7% | -33.1% | -53.2% |
| 1Y | -66.0% | -49.1% | -16.9% | -63.9% |
| All | -44.3% | -12.4% | -31.8% | -39.4% |
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