+3,501.2%
ENTG vs DG
+606.1%
+2,895.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.5% | +4.7% | +5.8% |
| 7D | +2.8% | +8.4% | -5.6% | +0.8% |
| 30D | -4.7% | +4.9% | -9.6% | -5.9% |
| 3M | -0.7% | +29.3% | -30.1% | -7.7% |
| 6M | +7.7% | -11.3% | +19.0% | +9.9% |
| YTD | +65.1% | +1.8% | +63.3% | +62.2% |
| 1Y | +74.8% | +25.3% | +49.5% | +61.6% |
| 3Y | +36.9% | +9.1% | +27.8% | +24.5% |
| 5Y | +16.1% | -34.9% | +51.0% | +24.2% |
| 10Y | +740.3% | +108.2% | +632.2% | +510.7% |
| All | +3,501.2% | +606.1% | +2,895.1% | +1,488.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling