+11.7%
DASH vs ENTG
+44.6%
-32.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.2% | -10.8% | -7.0% |
| 7D | -10.6% | +2.8% | -13.4% | -11.7% |
| 30D | +2.2% | -4.7% | +6.8% | +2.9% |
| 3M | +32.3% | -0.7% | +33.0% | +24.7% |
| 6M | +19.1% | +7.7% | +11.4% | +5.0% |
| YTD | -6.5% | +65.1% | -71.6% | -34.5% |
| 1Y | -14.9% | +74.8% | -89.7% | -43.2% |
| 3Y | +151.9% | +36.9% | +115.0% | +67.7% |
| 5Y | +9.4% | +16.1% | -6.7% | -21.2% |
| All | +11.7% | +44.6% | -32.8% | -35.1% |
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