+16.2%
ENTG vs DECK
+25.5%
-9.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.6% | +4.6% | +5.4% |
| 7D | +2.8% | -2.2% | +5.1% | +4.0% |
| 30D | -4.7% | -13.6% | +8.9% | +1.7% |
| 3M | -0.7% | -21.2% | +20.5% | +9.3% |
| 6M | +7.7% | -21.1% | +28.8% | +18.4% |
| YTD | +65.1% | -17.2% | +82.3% | +74.3% |
| 1Y | +74.8% | -30.7% | +105.5% | +100.3% |
| 3Y | +36.9% | -3.4% | +40.3% | +14.3% |
| All | +16.2% | +25.5% | -9.3% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling