+16.2%
ENTG vs DOC
-24.5%
+40.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +8.0% | +7.1% |
| 7D | +2.8% | -1.5% | +4.3% | +3.6% |
| 30D | -4.7% | -4.8% | +0.1% | -2.2% |
| 3M | -0.7% | +6.9% | -7.6% | -5.5% |
| 6M | +7.7% | +20.7% | -13.0% | -5.5% |
| YTD | +65.1% | +34.1% | +30.9% | +35.4% |
| 1Y | +74.8% | +22.6% | +52.1% | +51.3% |
| 3Y | +36.9% | +20.8% | +16.1% | +17.9% |
| All | +16.2% | -24.5% | +40.8% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling