-11.0%
DUOL vs ITOT
+75.8%
-86.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -2.2% |
| 7D | -7.0% | -0.9% | -6.1% | -5.8% |
| 30D | +6.7% | -1.5% | +8.2% | +8.8% |
| 3M | +16.0% | +3.6% | +12.5% | +9.5% |
| 6M | +45.4% | +13.7% | +31.7% | +17.5% |
| YTD | -18.1% | +12.9% | -31.1% | -33.1% |
| 1Y | -53.6% | +17.2% | -70.7% | -64.1% |
| 3Y | -11.0% | +75.6% | -86.6% | -63.7% |
| All | -11.0% | +75.8% | -86.7% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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