+61.7%
ENTG vs D
+16.4%
+45.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.0% |
| 7D | -9.3% | +2.4% | -11.7% | -8.0% |
| 30D | -16.4% | +10.9% | -27.3% | -11.9% |
| 3M | -3.8% | +2.8% | -6.7% | -0.6% |
| 6M | -6.9% | +12.7% | -19.6% | -2.0% |
| YTD | +65.0% | +20.3% | +44.7% | +73.8% |
| 1Y | +61.7% | +17.1% | +44.6% | +69.8% |
| All | +61.7% | +16.4% | +45.3% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling