+769.3%
ENTG vs DD
+97.1%
+672.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.4% |
| 7D | +15.2% | +5.0% | +10.2% | +11.3% |
| 30D | -3.6% | +19.7% | -23.3% | -15.5% |
| 3M | -10.0% | +7.2% | -17.1% | -14.3% |
| 6M | +1.8% | +1.0% | +0.8% | +1.6% |
| YTD | +75.5% | +29.1% | +46.4% | +48.2% |
| 1Y | +82.4% | +28.5% | +53.9% | +54.9% |
| 3Y | +58.5% | +89.4% | -30.9% | +3.5% |
| 5Y | +0.4% | +67.1% | -66.8% | -29.3% |
| All | +769.3% | +97.1% | +672.2% | +454.1% |
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