+764.3%
ENTG vs DG
+99.2%
+665.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.7% | -3.7% |
| 7D | +5.1% | -6.3% | +11.4% | +6.6% |
| 30D | -8.5% | +2.4% | -11.0% | -9.2% |
| 3M | +6.7% | +12.4% | -5.7% | +3.0% |
| 6M | +17.7% | -14.9% | +32.7% | +21.1% |
| YTD | +63.5% | -6.1% | +69.5% | +63.8% |
| 1Y | +73.6% | +17.9% | +55.7% | +63.6% |
| 3Y | +44.6% | +3.1% | +41.4% | +33.9% |
| 5Y | +16.1% | -38.7% | +54.8% | +30.1% |
| All | +764.3% | +99.2% | +665.1% | +540.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling