+21.8%
ENTG vs DG
-39.5%
+61.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +1.7% |
| 7D | +8.9% | -4.8% | +13.8% | +9.5% |
| 30D | -0.8% | +1.8% | -2.6% | -1.1% |
| 3M | +6.6% | +14.5% | -7.9% | +4.3% |
| 6M | +22.1% | -13.6% | +35.6% | +23.8% |
| YTD | +70.2% | -4.8% | +75.0% | +70.2% |
| 1Y | +76.7% | +21.6% | +55.1% | +70.9% |
| 3Y | +50.5% | +4.5% | +46.0% | +46.2% |
| 5Y | +21.8% | -38.5% | +60.3% | +39.9% |
| All | +21.8% | -39.5% | +61.3% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling