+58.3%
DLR vs ENTG
+48.2%
+10.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | +2.9% | +8.9% | -6.0% | +1.4% |
| 30D | -1.2% | -0.8% | -0.3% | -1.2% |
| 3M | +2.9% | +6.6% | -3.6% | -0.3% |
| 6M | +6.7% | +22.1% | -15.4% | -0.4% |
| YTD | +23.9% | +70.2% | -46.3% | +7.2% |
| 1Y | +18.6% | +76.7% | -58.1% | +0.8% |
| All | +58.3% | +48.2% | +10.1% | +29.8% |
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 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