+65.7%
ENTG vs DG
+45.3%
+20.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +8.5% | -15.0% | -5.3% |
| 7D | -10.3% | +12.3% | -22.6% | -8.8% |
| 30D | -14.4% | +19.3% | -33.6% | -13.2% |
| 3M | -1.1% | +11.9% | -13.0% | +0.3% |
| 6M | +3.0% | +25.0% | -22.0% | +2.7% |
| YTD | +70.1% | +8.7% | +61.4% | +73.1% |
| 1Y | +65.7% | +44.7% | +21.1% | +57.4% |
| All | +65.7% | +45.3% | +20.5% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling