-99.9%
DFNS vs ENTG
+138.1%
-238.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.4% | -6.0% | -4.8% |
| 7D | +4.6% | +8.9% | -4.3% | +3.5% |
| 30D | -73.9% | -0.8% | -73.1% | -73.7% |
| 3M | -71.7% | +6.6% | -78.3% | -72.2% |
| 6M | -94.6% | +22.1% | -116.7% | -94.8% |
| YTD | -98.1% | +70.2% | -168.2% | -98.3% |
| 1Y | -98.3% | +76.7% | -175.0% | -98.5% |
| 3Y | -99.9% | +50.5% | -150.4% | -99.9% |
| 5Y | -99.9% | +21.8% | -121.7% | -99.9% |
| All | -99.9% | +138.1% | -238.0% | -99.9% |
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 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