-5.1%
DASH vs ENTG
+30.1%
-35.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -12.7% | +3.3% | -4.7% |
| 7D | +0.5% | -22.0% | +22.5% | +9.8% |
| 30D | -7.1% | -25.2% | +18.1% | +2.0% |
| 3M | -13.2% | -14.2% | +1.0% | -11.1% |
| 6M | +8.3% | -16.3% | +24.6% | +5.9% |
| YTD | -20.6% | +48.5% | -69.1% | -43.4% |
| 1Y | -24.4% | +41.4% | -65.8% | -45.0% |
| 3Y | +94.5% | +36.7% | +57.8% | +23.6% |
| 5Y | -9.4% | -12.5% | +3.0% | -25.0% |
| All | -5.1% | +30.1% | -35.1% | -43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling