-100.0%
DFNS vs ENTG
-3.9%
-96.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +9.4% | -12.4% | -4.4% |
| 7D | -42.8% | -7.6% | -35.2% | -41.9% |
| 30D | -67.6% | -15.5% | -52.1% | -66.7% |
| 3M | -94.9% | -7.8% | -87.0% | -94.8% |
| 6M | -96.7% | -5.9% | -90.8% | -96.7% |
| YTD | -99.6% | +66.7% | -166.4% | -99.7% |
| 1Y | -99.7% | +62.1% | -161.8% | -99.8% |
| 3Y | -100.0% | +56.3% | -156.2% | -100.0% |
| 5Y | -100.0% | -3.8% | -96.2% | -100.0% |
| All | -100.0% | -3.9% | -96.1% | -100.0% |
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