+13.0%
DLR vs ENTG
+63.3%
-50.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.5% | +9.0% | +3.4% |
| 7D | +2.8% | -10.3% | +13.2% | +4.2% |
| 30D | +2.8% | -14.4% | +17.1% | +4.5% |
| 3M | -4.0% | -1.1% | -2.9% | -4.3% |
| 6M | -5.6% | +3.0% | -8.6% | -8.0% |
| YTD | +21.9% | +70.1% | -48.1% | +8.0% |
| 1Y | +13.0% | +65.7% | -52.7% | +0.5% |
| All | +13.0% | +63.3% | -50.3% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling