+1,197.2%
ENTG vs D
+748.5%
+448.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.4% | +7.6% | +6.9% |
| 7D | +2.8% | +0.4% | +2.4% | +2.5% |
| 30D | -4.7% | -3.6% | -1.1% | -2.8% |
| 3M | -0.7% | -1.0% | +0.3% | -0.8% |
| 6M | +7.7% | +6.3% | +1.4% | +2.6% |
| YTD | +65.1% | +14.7% | +50.4% | +50.7% |
| 1Y | +74.8% | +16.9% | +57.9% | +56.9% |
| 3Y | +36.9% | +56.8% | -19.9% | -0.3% |
| 5Y | +16.1% | +5.2% | +10.9% | +4.1% |
| 10Y | +740.3% | +35.9% | +704.5% | +479.7% |
| All | +1,197.2% | +748.5% | +448.7% | +228.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling