+173.8%
DAL vs ENTG
+39.6%
+134.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +1.3% |
| 7D | +8.8% | -17.1% | +25.9% | +15.1% |
| 30D | +5.4% | -23.0% | +28.4% | +13.4% |
| 3M | -4.9% | -10.2% | +5.3% | -3.9% |
| 6M | +19.8% | -17.8% | +37.6% | +20.4% |
| YTD | +27.0% | +52.4% | -25.4% | -3.8% |
| 1Y | +52.5% | +49.8% | +2.7% | +15.7% |
| 3Y | +173.8% | +42.1% | +131.7% | +82.8% |
| All | +173.8% | +39.6% | +134.3% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 3y: compounded portfolio wealth divided by compounded ENTG 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…
3y analysis · Full analysis span regression · 6 months rolling