-5.9%
DASH vs ENTG
+60.8%
-66.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.3% | -11.3% | -4.1% |
| 7D | -10.2% | +7.9% | -18.2% | -13.1% |
| 30D | -8.2% | -3.6% | -4.7% | -8.7% |
| 3M | -15.9% | +2.7% | -18.7% | -19.6% |
| 6M | +13.3% | +3.6% | +9.7% | +2.2% |
| YTD | -21.3% | +83.6% | -104.9% | -48.3% |
| 1Y | -11.1% | +84.9% | -96.0% | -42.4% |
| 3Y | +103.8% | +63.2% | +40.6% | +21.9% |
| 5Y | -21.6% | +4.9% | -26.5% | -39.0% |
| All | -5.9% | +60.8% | -66.7% | -48.9% |
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