+21.8%
ENTG vs DBX
+8.9%
+12.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +0.4% |
| 7D | +8.9% | +0.3% | +8.7% | +8.6% |
| 30D | -0.8% | 0.0% | -0.8% | -1.3% |
| 3M | +6.6% | +26.1% | -19.6% | -6.5% |
| 6M | +22.1% | +29.4% | -7.3% | +2.8% |
| YTD | +70.2% | +24.4% | +45.7% | +45.7% |
| 1Y | +76.7% | +10.9% | +65.8% | +61.8% |
| 3Y | +50.5% | +24.1% | +26.4% | +19.0% |
| 5Y | +21.8% | +7.8% | +14.0% | -4.0% |
| All | +21.8% | +8.9% | +12.9% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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