+2,522.5%
DUK vs ITW
+9,414.5%
-6,892.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -1.0% |
| 7D | -1.7% | -2.4% | +0.7% | -1.1% |
| 30D | -2.2% | -9.5% | +7.3% | +0.3% |
| 3M | -3.7% | +6.6% | -10.3% | -5.4% |
| 6M | -6.3% | -1.8% | -4.6% | -6.2% |
| YTD | +4.5% | +9.0% | -4.5% | +1.7% |
| 1Y | +1.8% | +3.6% | -1.7% | +0.3% |
| 3Y | +46.8% | +19.4% | +27.4% | +38.1% |
| 5Y | +40.2% | +36.4% | +3.8% | +26.2% |
| 10Y | +129.8% | +190.0% | -60.2% | +68.3% |
| All | +2,522.5% | +9,414.5% | -6,892.0% | +849.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 all: compounded portfolio wealth divided by compounded ITW 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…
all analysis · Full analysis span regression · 6 months rolling