+103.8%
DASH vs ENTG
+52.9%
+50.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.3% |
| 7D | -2.8% | -9.3% | +6.5% | -1.3% |
| 30D | -9.3% | -16.4% | +7.1% | -6.9% |
| 3M | -15.1% | -3.8% | -11.2% | -15.6% |
| 6M | +8.7% | -6.9% | +15.7% | +6.0% |
| YTD | -21.3% | +65.0% | -86.3% | -36.3% |
| 1Y | -12.7% | +61.7% | -74.3% | -29.2% |
| 3Y | +103.8% | +46.6% | +57.1% | +50.9% |
| All | +103.8% | +52.9% | +50.9% | +50.9% |
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 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