+803.5%
ENTG vs DD
+98.3%
+705.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.2% |
| 7D | +22.8% | +6.7% | +16.1% | +17.2% |
| 30D | -4.9% | +19.4% | -24.3% | -16.4% |
| 3M | -4.8% | +7.6% | -12.4% | -9.7% |
| 6M | +5.6% | +2.9% | +2.7% | +4.0% |
| YTD | +82.4% | +29.9% | +52.5% | +53.4% |
| 1Y | +82.9% | +28.6% | +54.2% | +55.1% |
| 3Y | +62.1% | +90.0% | -27.9% | +5.6% |
| 5Y | +4.3% | +68.1% | -63.8% | -26.8% |
| All | +803.5% | +98.3% | +705.2% | +473.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling