+782.9%
ENTG vs DLTR
+45.3%
+737.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +1.2% | -10.1% | +11.3% | +4.2% |
| 30D | -12.9% | -8.1% | -4.7% | -11.1% |
| 3M | -3.1% | +2.9% | -5.9% | -5.1% |
| 6M | +21.0% | +4.3% | +16.7% | +16.8% |
| YTD | +67.0% | -3.9% | +70.9% | +64.9% |
| 1Y | +68.6% | +18.9% | +49.7% | +55.3% |
| 3Y | +48.6% | +1.9% | +46.7% | +37.9% |
| 5Y | +18.6% | +31.0% | -12.4% | +0.5% |
| All | +782.9% | +45.3% | +737.7% | +568.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 10y: compounded portfolio wealth divided by compounded DLTR 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…
10y analysis · Full analysis span regression · 6 months rolling