+8.1%
DUOL vs ITOT
+76.3%
-68.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +5.2% |
| 7D | -8.6% | -2.0% | -6.6% | -5.7% |
| 30D | +7.2% | -2.0% | +9.1% | +10.3% |
| 3M | +19.1% | +4.5% | +14.5% | +10.3% |
| 6M | +52.5% | +12.6% | +39.9% | +24.4% |
| YTD | -17.3% | +12.0% | -29.3% | -31.9% |
| 1Y | -49.2% | +17.3% | -66.5% | -61.0% |
| 3Y | -7.3% | +75.2% | -82.5% | -61.8% |
| 5Y | -16.3% | +74.0% | -90.3% | -62.7% |
| All | +8.1% | +76.3% | -68.2% | -51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling