-13.9%
DT vs ENTG
+64.3%
-78.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.3% | -9.6% | +0.5% |
| 7D | -5.4% | +7.9% | -13.4% | -6.3% |
| 30D | -32.2% | -3.6% | -28.6% | -32.2% |
| 3M | -10.9% | +2.7% | -13.7% | -11.8% |
| 6M | +10.0% | +3.6% | +6.4% | +7.1% |
| YTD | +2.1% | +83.6% | -81.5% | -12.7% |
| 1Y | -5.5% | +84.9% | -90.4% | -19.6% |
| All | -13.9% | +64.3% | -78.2% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling