+20.1%
ENTG vs DUOL
+3.5%
+16.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.2% | +6.9% | +2.7% |
| 7D | +8.9% | -7.8% | +16.7% | +10.6% |
| 30D | -7.2% | +11.8% | -19.1% | -10.0% |
| 3M | +6.4% | +24.1% | -17.7% | -0.5% |
| 6M | +25.7% | +43.6% | -18.0% | +12.0% |
| YTD | +67.9% | -16.6% | +84.4% | +68.8% |
| 1Y | +72.4% | -46.0% | +118.4% | +90.3% |
| 3Y | +48.4% | -6.5% | +54.9% | +33.9% |
| 5Y | +20.1% | -7.4% | +27.5% | -8.7% |
| All | +20.1% | +3.5% | +16.6% | -9.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling