-37.4%
DOCS vs ENTG
+30.7%
-68.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +0.1% | +22.8% | -22.8% | -5.8% |
| 30D | +8.7% | -4.9% | +13.5% | +8.8% |
| 3M | +32.9% | -4.8% | +37.7% | +31.7% |
| 6M | +25.5% | +5.6% | +19.9% | +15.4% |
| YTD | -25.0% | +82.4% | -107.4% | -46.5% |
| 1Y | -34.9% | +82.9% | -117.7% | -53.8% |
| 3Y | +39.3% | +62.1% | -22.8% | -9.0% |
| 5Y | -54.8% | +4.3% | -59.1% | -64.3% |
| All | -37.4% | +30.7% | -68.0% | -46.0% |
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 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