+1,097.4%
ENTG vs D
+784.1%
+313.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.4% |
| 7D | -17.1% | +3.0% | -20.1% | -18.6% |
| 30D | -23.0% | +11.5% | -34.5% | -28.0% |
| 3M | -10.2% | +3.7% | -14.0% | -12.8% |
| 6M | -17.8% | +13.5% | -31.3% | -24.8% |
| YTD | +52.4% | +20.7% | +31.6% | +34.0% |
| 1Y | +49.8% | +18.2% | +31.6% | +32.7% |
| 3Y | +42.1% | +73.3% | -31.2% | -2.6% |
| 5Y | -10.2% | +12.3% | -22.5% | -22.8% |
| 10Y | +756.0% | +43.4% | +712.6% | +467.9% |
| All | +1,097.4% | +784.1% | +313.3% | +193.5% |
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