+7.0%
DUOL vs ITUB
+172.7%
-165.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -7.0% | +2.2% | -9.2% | -7.4% |
| 30D | +6.7% | +12.6% | -5.9% | +3.8% |
| 3M | +16.0% | +6.4% | +9.6% | +13.7% |
| 6M | +45.4% | +0.6% | +44.8% | +43.8% |
| YTD | -18.1% | +18.8% | -37.0% | -23.1% |
| 1Y | -53.6% | +31.0% | -84.6% | -57.9% |
| 3Y | -11.0% | +118.1% | -129.0% | -30.6% |
| 5Y | -17.1% | +193.0% | -210.2% | -41.4% |
| All | +7.0% | +172.7% | -165.6% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 10y: compounded portfolio wealth divided by compounded ITUB 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…
10y analysis · Full analysis span regression · 6 months rolling