-9.5%
DASH vs ENTG
+53.7%
-63.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | +0.8% |
| 7D | -4.5% | +15.2% | -19.7% | -9.8% |
| 30D | -6.8% | -3.6% | -3.2% | -7.4% |
| 3M | -20.7% | -10.0% | -10.7% | -20.1% |
| 6M | +15.1% | +1.8% | +13.3% | +4.1% |
| YTD | -24.3% | +75.5% | -99.8% | -49.5% |
| 1Y | -12.1% | +82.4% | -94.5% | -43.0% |
| 3Y | +91.1% | +58.5% | +32.6% | +15.0% |
| 5Y | -30.3% | +0.4% | -30.6% | -44.8% |
| All | -9.5% | +53.7% | -63.2% | -50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling