+21.8%
ENTG vs DD
+59.3%
-37.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +3.8% |
| 7D | +8.9% | -3.8% | +12.7% | +12.8% |
| 30D | -0.8% | -9.2% | +8.4% | +8.7% |
| 3M | +6.6% | -9.0% | +15.5% | +16.7% |
| 6M | +22.1% | -5.0% | +27.0% | +29.1% |
| YTD | +70.2% | +7.4% | +62.8% | +61.6% |
| 1Y | +76.7% | +35.1% | +41.6% | +35.9% |
| 3Y | +50.5% | +43.2% | +7.3% | +8.7% |
| 5Y | +21.8% | +59.6% | -37.8% | -17.9% |
| All | +21.8% | +59.3% | -37.5% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling