+67.1%
ENB vs DUOL
+1.6%
+65.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.9% |
| 7D | -4.7% | -7.0% | +2.3% | -4.4% |
| 30D | -5.9% | +6.7% | -12.6% | -6.1% |
| 3M | -14.2% | +16.0% | -30.3% | -14.8% |
| 6M | -8.6% | +45.4% | -54.0% | -10.1% |
| YTD | +3.9% | -18.1% | +22.0% | +4.4% |
| 1Y | +1.8% | -53.6% | +55.4% | +4.5% |
| 3Y | +68.5% | -11.0% | +79.5% | +64.1% |
| 5Y | +62.4% | -17.1% | +79.6% | +51.2% |
| All | +67.1% | +1.6% | +65.5% | +53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling