-12.1%
DOW vs ENTG
+311.4%
-323.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.2% | -2.7% |
| 7D | -1.4% | +1.2% | -2.6% | -1.8% |
| 30D | -3.9% | -12.9% | +8.9% | -0.7% |
| 3M | -12.7% | -3.1% | -9.6% | -15.6% |
| 6M | -13.7% | +21.0% | -34.7% | -24.9% |
| YTD | +28.4% | +67.0% | -38.6% | -1.5% |
| 1Y | +21.8% | +68.6% | -46.9% | -7.9% |
| 3Y | -35.7% | +48.6% | -84.3% | -52.0% |
| 5Y | -36.8% | +18.6% | -55.4% | -53.5% |
| All | -12.1% | +311.4% | -323.5% | -69.3% |
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