-99.9%
DFNS vs ENTG
+47.4%
-147.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.2% |
| 7D | +0.8% | +8.9% | -8.1% | -1.2% |
| 30D | -73.2% | -7.2% | -66.0% | -72.6% |
| 3M | -72.4% | +6.4% | -78.9% | -73.5% |
| 6M | -95.2% | +25.7% | -120.9% | -95.8% |
| YTD | -98.0% | +67.9% | -165.8% | -98.4% |
| 1Y | -98.3% | +72.4% | -170.6% | -98.6% |
| 3Y | -99.9% | +48.4% | -148.3% | -99.9% |
| All | -99.9% | +47.4% | -147.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling