-7.0%
DASH vs ENTG
-10.4%
+3.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.0% |
| 7D | +0.4% | -17.1% | +17.5% | +6.8% |
| 30D | -6.0% | -23.0% | +17.0% | +1.6% |
| 3M | -15.8% | -10.2% | -5.5% | -15.2% |
| 6M | +7.0% | -17.8% | +24.7% | +5.9% |
| YTD | -20.7% | +52.4% | -73.0% | -43.1% |
| 1Y | -8.5% | +49.8% | -58.3% | -34.4% |
| 3Y | +101.8% | +42.1% | +59.7% | +27.9% |
| All | -7.0% | -10.4% | +3.4% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling