+38.5%
ENTG vs DOC
+43.2%
-4.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.2% | -12.4% | -12.6% |
| 7D | -22.0% | +6.2% | -28.3% | -23.8% |
| 30D | -25.2% | +6.5% | -31.7% | -27.4% |
| 3M | -14.2% | -6.2% | -8.0% | -12.1% |
| 6M | -16.3% | +25.6% | -41.9% | -27.1% |
| YTD | +48.5% | +32.1% | +16.4% | +25.3% |
| 1Y | +41.4% | +20.3% | +21.1% | +25.4% |
| All | +38.5% | +43.2% | -4.6% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 3y: compounded portfolio wealth divided by compounded DOC 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…
3y analysis · Full analysis span regression · 6 months rolling