+391.2%
DDOG vs ENTG
+230.4%
+160.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | +5.6% | +22.8% | -17.2% | -3.2% |
| 30D | -34.9% | -4.9% | -30.0% | -33.8% |
| 3M | -23.4% | -4.8% | -18.6% | -22.8% |
| 6M | -7.7% | +5.6% | -13.3% | -16.0% |
| YTD | +35.6% | +82.4% | -46.8% | -9.4% |
| 1Y | -3.4% | +82.9% | -86.2% | -36.0% |
| 3Y | +78.0% | +62.1% | +15.8% | +11.1% |
| 5Y | -4.4% | +4.3% | -8.7% | -27.7% |
| All | +391.2% | +230.4% | +160.8% | +93.8% |
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