-28.4%
DT vs ENTG
+21.6%
-50.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.3% |
| 7D | -0.5% | +8.9% | -9.5% | -2.8% |
| 30D | +0.1% | -0.8% | +0.9% | -0.3% |
| 3M | +24.1% | +6.6% | +17.6% | +17.1% |
| 6M | +30.1% | +22.1% | +8.0% | +14.7% |
| YTD | +16.8% | +70.2% | -53.4% | -10.0% |
| 1Y | -0.1% | +76.7% | -76.8% | -25.4% |
| 3Y | +6.8% | +50.5% | -43.6% | -23.8% |
| 5Y | -28.4% | +21.8% | -50.2% | -45.2% |
| All | -28.4% | +21.6% | -50.0% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling