+51.5%
ENTG vs DG
+4.6%
+46.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +1.4% |
| 7D | +8.9% | -4.8% | +13.8% | +9.1% |
| 30D | -0.8% | +1.8% | -2.6% | -0.9% |
| 3M | +6.6% | +14.5% | -7.9% | +5.7% |
| 6M | +22.1% | -13.6% | +35.6% | +22.7% |
| YTD | +70.2% | -4.8% | +75.0% | +70.3% |
| 1Y | +76.7% | +21.6% | +55.1% | +75.3% |
| All | +51.5% | +4.6% | +46.8% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling