+769.3%
ENTG vs DRI
+331.7%
+437.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.4% | -4.2% | -3.9% |
| 7D | +15.2% | +1.1% | +14.1% | +14.8% |
| 30D | -3.6% | +9.7% | -13.3% | -7.4% |
| 3M | -10.0% | +3.2% | -13.1% | -11.9% |
| 6M | +1.8% | +20.6% | -18.8% | -7.2% |
| YTD | +75.5% | +28.3% | +47.2% | +55.2% |
| 1Y | +82.4% | +34.5% | +47.9% | +58.1% |
| 3Y | +58.5% | +66.5% | -8.0% | +25.1% |
| 5Y | +0.4% | +79.6% | -79.3% | -22.8% |
| All | +769.3% | +331.7% | +437.5% | +429.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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