+701.1%
ENTG vs DECK
+885.7%
-184.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.5% | -11.1% | -12.0% |
| 7D | -22.0% | +6.0% | -28.0% | -24.1% |
| 30D | -25.2% | +7.4% | -32.6% | -27.9% |
| 3M | -14.2% | -11.7% | -2.6% | -10.7% |
| 6M | -16.3% | -11.0% | -5.4% | -14.3% |
| YTD | +48.5% | -15.4% | +63.9% | +53.5% |
| 1Y | +41.4% | +7.2% | +34.1% | +31.2% |
| 3Y | +36.7% | -11.8% | +48.5% | +29.7% |
| 5Y | -12.5% | +24.3% | -36.8% | -31.8% |
| All | +701.1% | +885.7% | -184.6% | +256.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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