+2,397.2%
ENTG vs DKS
+5,981.0%
-3,583.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.9% | +6.6% | +3.8% |
| 7D | +8.9% | -0.4% | +9.4% | +9.0% |
| 30D | -7.2% | -36.6% | +29.4% | +8.8% |
| 3M | +6.4% | -37.6% | +44.0% | +25.0% |
| 6M | +25.7% | -32.1% | +57.7% | +41.5% |
| YTD | +67.9% | -32.3% | +100.2% | +89.5% |
| 1Y | +72.4% | -39.5% | +111.8% | +104.9% |
| 3Y | +48.4% | +27.7% | +20.8% | +24.2% |
| 5Y | +20.1% | +15.0% | +5.0% | -0.6% |
| 10Y | +768.2% | +192.6% | +575.6% | +283.1% |
| All | +2,397.2% | +5,981.0% | -3,583.7% | +216.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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