+467.1%
DDOG vs ENTG
+199.0%
+268.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.2% | -7.0% | -3.3% |
| 7D | -10.1% | +2.8% | -13.0% | -11.3% |
| 30D | -24.8% | -4.7% | -20.1% | -24.0% |
| 3M | -12.6% | -0.7% | -11.9% | -17.4% |
| 6M | +79.9% | +7.7% | +72.2% | +57.7% |
| YTD | +56.6% | +65.1% | -8.5% | +9.8% |
| 1Y | +61.6% | +74.8% | -13.2% | +7.1% |
| 3Y | +117.9% | +36.9% | +81.0% | +48.5% |
| 5Y | +54.2% | +16.1% | +38.1% | +11.0% |
| All | +467.1% | +199.0% | +268.1% | +134.8% |
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 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