+8.1%
DUOL vs ITUB
+171.7%
-163.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.7% | +1.5% | +3.6% |
| 7D | -8.6% | +1.0% | -9.6% | -8.8% |
| 30D | +7.2% | +10.7% | -3.5% | +4.6% |
| 3M | +19.1% | +10.1% | +9.0% | +15.7% |
| 6M | +52.5% | -0.1% | +52.6% | +51.1% |
| YTD | -17.3% | +18.4% | -35.7% | -22.3% |
| 1Y | -49.2% | +31.3% | -80.5% | -54.0% |
| 3Y | -7.3% | +124.6% | -131.9% | -28.3% |
| 5Y | -16.3% | +192.0% | -208.2% | -40.8% |
| All | +8.1% | +171.7% | -163.6% | -24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling