-38.7%
DOCS vs ENTG
+9.1%
-47.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.7% |
| 7D | -0.8% | -17.1% | +16.3% | +4.2% |
| 30D | +17.4% | -23.0% | +40.4% | +25.1% |
| 3M | +57.4% | -10.2% | +67.6% | +58.8% |
| 6M | +26.5% | -17.8% | +44.3% | +25.7% |
| YTD | -26.6% | +52.4% | -78.9% | -44.7% |
| 1Y | -48.1% | +49.8% | -97.8% | -60.9% |
| 3Y | +52.6% | +42.1% | +10.5% | +2.7% |
| 5Y | -52.1% | -10.2% | -41.9% | -60.0% |
| All | -38.7% | +9.1% | -47.8% | -44.2% |
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