-3.6%
DDOG vs ENTG
-0.3%
-3.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.6% | +1.3% |
| 7D | +2.9% | +15.2% | -12.3% | -3.2% |
| 30D | -31.6% | -3.6% | -28.0% | -30.8% |
| 3M | -27.0% | -10.0% | -17.0% | -24.8% |
| 6M | -10.3% | +1.8% | -12.1% | -16.9% |
| YTD | +35.4% | +75.5% | -40.1% | -8.5% |
| 1Y | -1.0% | +82.4% | -83.4% | -34.8% |
| 3Y | +76.7% | +58.5% | +18.1% | +8.5% |
| All | -3.6% | -0.3% | -3.3% | -18.6% |
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