+31.5%
ITW vs DUOL
-1.5%
+33.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.1% | -1.5% |
| 7D | -1.9% | -11.8% | +9.9% | -1.3% |
| 30D | -10.4% | +1.5% | -11.9% | -10.5% |
| 3M | +3.5% | +18.1% | -14.6% | +2.5% |
| 6M | -3.4% | +38.7% | -42.0% | -5.3% |
| YTD | +8.5% | -20.7% | +29.2% | +9.4% |
| 1Y | +3.2% | -49.1% | +52.3% | +6.3% |
| 3Y | +18.9% | -11.0% | +29.9% | +16.4% |
| 5Y | +35.0% | -18.0% | +53.0% | +26.2% |
| All | +31.5% | -1.5% | +33.1% | +23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling