-37.1%
DOCS vs ENTG
+25.7%
-62.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +1.5% |
| 7D | +2.6% | +15.2% | -12.6% | -1.7% |
| 30D | +11.4% | -3.6% | +15.1% | +11.1% |
| 3M | +25.4% | -10.0% | +35.3% | +26.2% |
| 6M | +42.5% | +1.8% | +40.8% | +32.4% |
| YTD | -24.7% | +75.5% | -100.2% | -45.7% |
| 1Y | -32.9% | +82.4% | -115.4% | -52.7% |
| 3Y | +39.6% | +58.5% | -18.9% | -8.7% |
| 5Y | -54.6% | +0.4% | -55.0% | -63.8% |
| All | -37.1% | +25.7% | -62.8% | -45.2% |
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