+44.6%
ENTG vs D
+63.9%
-19.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.2% |
| 7D | +2.8% | +1.5% | +1.4% | +2.7% |
| 30D | -4.7% | -2.6% | -2.1% | -4.5% |
| 3M | -0.7% | 0.0% | -0.7% | -0.9% |
| 6M | +7.7% | +7.4% | +0.4% | +6.6% |
| YTD | +65.1% | +15.9% | +49.2% | +61.5% |
| 1Y | +74.8% | +18.1% | +56.7% | +70.3% |
| All | +44.6% | +63.9% | -19.3% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling