+803.5%
ENTG vs DG
+105.9%
+697.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | +22.8% | -2.5% | +25.3% | +23.4% |
| 30D | -4.9% | +7.7% | -12.6% | -6.9% |
| 3M | -4.8% | +13.1% | -17.9% | -8.2% |
| 6M | +5.6% | +32.0% | -26.4% | -2.6% |
| YTD | +82.4% | +3.3% | +79.1% | +77.6% |
| 1Y | +82.9% | +31.7% | +51.2% | +67.0% |
| 3Y | +62.1% | +21.7% | +40.5% | +42.6% |
| 5Y | +4.3% | -34.7% | +39.0% | +15.6% |
| All | +803.5% | +105.9% | +697.6% | +570.9% |
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