+114.1%
DT vs ENTG
+232.5%
-118.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.8% | -1.4% |
| 7D | -1.6% | +1.2% | -2.8% | -2.1% |
| 30D | +3.0% | -12.9% | +15.9% | +7.1% |
| 3M | +26.5% | -3.1% | +29.6% | +22.1% |
| 6M | +35.9% | +21.0% | +14.9% | +16.7% |
| YTD | +17.8% | +67.0% | -49.2% | -13.2% |
| 1Y | +4.1% | +68.6% | -64.6% | -25.3% |
| 3Y | +5.3% | +48.6% | -43.3% | -29.0% |
| 5Y | -27.2% | +18.6% | -45.8% | -48.5% |
| All | +114.1% | +232.5% | -118.3% | -27.6% |
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