+21.0%
ITW vs DUOL
-9.6%
+30.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.1% |
| 7D | -0.7% | -7.0% | +6.3% | -0.5% |
| 30D | -8.3% | +6.7% | -15.0% | -8.6% |
| 3M | +6.0% | +16.0% | -10.0% | +5.3% |
| 6M | 0.0% | +45.4% | -45.4% | -1.7% |
| YTD | +10.2% | -18.1% | +28.4% | +11.4% |
| 1Y | +3.2% | -53.6% | +56.8% | +7.4% |
| 3Y | +21.0% | -11.0% | +31.9% | +19.8% |
| All | +21.0% | -9.6% | +30.6% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling