+76.6%
ENB vs DUOL
+3.5%
+73.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +6.0% | +0.9% |
| 7D | -0.5% | -7.8% | +7.3% | -0.2% |
| 30D | -0.2% | +11.8% | -12.0% | -0.6% |
| 3M | -7.5% | +24.1% | -31.6% | -8.3% |
| 6M | -4.1% | +43.6% | -47.8% | -5.6% |
| YTD | +9.8% | -16.6% | +26.4% | +10.3% |
| 1Y | +8.7% | -46.0% | +54.7% | +10.8% |
| 3Y | +79.0% | -6.5% | +85.5% | +74.0% |
| 5Y | +69.1% | -7.4% | +76.5% | +57.0% |
| All | +76.6% | +3.5% | +73.1% | +62.6% |
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