+3,879.4%
ENTG vs DG
+617.0%
+3,262.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.2% |
| 7D | +22.8% | -2.5% | +25.3% | +23.5% |
| 30D | -4.9% | +7.7% | -12.6% | -7.2% |
| 3M | -4.8% | +13.1% | -17.9% | -8.6% |
| 6M | +5.6% | +32.0% | -26.4% | -3.4% |
| YTD | +82.4% | +3.3% | +79.1% | +76.8% |
| 1Y | +82.9% | +31.7% | +51.2% | +65.6% |
| 3Y | +62.1% | +21.7% | +40.5% | +41.4% |
| 5Y | +4.3% | -34.7% | +39.0% | +10.6% |
| 10Y | +793.4% | +106.7% | +686.7% | +545.3% |
| All | +3,879.4% | +617.0% | +3,262.4% | +1,631.8% |
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