+15.3%
ENTG vs DUOL
-17.6%
+33.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.7% |
| 3M | -3.1% | +16.0% | -19.1% | -8.2% |
| 6M | +21.0% | +45.4% | -24.4% | +7.1% |
| YTD | +67.0% | -18.1% | +85.1% | +68.4% |
| 1Y | +68.6% | -53.6% | +122.2% | +93.8% |
| 3Y | +48.6% | -11.0% | +59.6% | +34.5% |
| All | +15.3% | -17.6% | +33.0% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling