-50.3%
DOCS vs ENTG
+18.2%
-68.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.2% | -8.9% | -4.6% |
| 7D | -1.4% | +2.8% | -4.3% | -2.4% |
| 30D | +21.8% | -4.7% | +26.5% | +23.2% |
| 3M | +27.3% | -0.7% | +28.0% | +21.5% |
| 6M | -0.3% | +7.7% | -8.1% | -9.3% |
| YTD | -40.5% | +65.1% | -105.6% | -55.4% |
| 1Y | -61.5% | +74.8% | -136.3% | -72.3% |
| 3Y | +8.2% | +36.9% | -28.7% | -23.1% |
| 5Y | -73.4% | +16.1% | -89.5% | -76.1% |
| All | -50.3% | +18.2% | -68.5% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling