+19.5%
ENTG vs DUOL
+1.6%
+17.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.4% |
| 7D | +1.2% | -7.0% | +8.2% | +2.5% |
| 30D | -12.9% | +6.7% | -19.6% | -14.6% |
| 3M | -3.1% | +16.0% | -19.1% | -8.1% |
| 6M | +21.0% | +45.4% | -24.4% | +7.4% |
| YTD | +67.0% | -18.1% | +85.1% | +68.4% |
| 1Y | +68.6% | -53.6% | +122.2% | +93.0% |
| 3Y | +48.6% | -11.0% | +59.6% | +35.4% |
| 5Y | +18.6% | -17.1% | +35.7% | -9.0% |
| All | +19.5% | +1.6% | +17.9% | -9.7% |
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