+68.6%
ENTG vs DRI
+2.4%
+66.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.0% | +1.9% |
| 7D | +1.2% | -3.2% | +4.4% | +1.8% |
| 30D | -12.9% | -7.8% | -5.0% | -11.3% |
| 3M | -3.1% | +0.4% | -3.4% | -3.2% |
| 6M | +21.0% | +4.8% | +16.2% | +18.6% |
| YTD | +67.0% | +16.7% | +50.3% | +51.2% |
| 1Y | +68.6% | +1.5% | +67.2% | +48.6% |
| All | +68.6% | +2.4% | +66.3% | +48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling