+65.7%
ENTG vs DD
+49.3%
+16.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.8% | -4.7% | -4.7% |
| 7D | -10.3% | +8.7% | -19.0% | -18.1% |
| 30D | -14.4% | +15.3% | -29.7% | -26.9% |
| 3M | -1.1% | +5.9% | -7.0% | -7.1% |
| 6M | +3.0% | +11.6% | -8.6% | -7.8% |
| YTD | +70.1% | +26.5% | +43.6% | +32.0% |
| 1Y | +65.7% | +35.4% | +30.3% | +19.6% |
| All | +65.7% | +49.3% | +16.4% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling