+4.2%
ITW vs DUOL
-43.9%
+48.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.2% | -0.6% |
| 7D | -3.6% | +5.1% | -8.7% | -3.4% |
| 30D | -9.1% | +14.1% | -23.3% | -8.8% |
| 3M | +8.2% | +41.5% | -33.3% | +9.4% |
| 6M | -4.8% | +60.6% | -65.4% | -3.4% |
| YTD | +11.0% | -12.0% | +23.0% | +13.2% |
| 1Y | +4.2% | -43.4% | +47.6% | +7.5% |
| All | +4.2% | -43.9% | +48.1% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 1y: compounded portfolio wealth divided by compounded DUOL 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…
1y analysis · Full analysis span regression · 6 months rolling