+303.1%
ENTG vs DBX
+20.1%
+283.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.4% | +8.6% | +7.1% |
| 7D | +2.8% | -2.4% | +5.3% | +3.7% |
| 30D | -4.7% | -0.5% | -4.2% | -4.8% |
| 3M | -0.7% | +28.1% | -28.8% | -11.8% |
| 6M | +7.7% | +33.1% | -25.4% | -8.0% |
| YTD | +65.1% | +25.3% | +39.8% | +44.2% |
| 1Y | +74.8% | +18.3% | +56.4% | +56.2% |
| 3Y | +36.9% | +25.0% | +11.9% | +15.5% |
| 5Y | +16.1% | +7.5% | +8.6% | +1.6% |
| All | +303.1% | +20.1% | +283.0% | +192.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling