+44.6%
ENTG vs DRI
+60.6%
-16.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.7% | +6.4% |
| 7D | +2.8% | +0.6% | +2.3% | +2.6% |
| 30D | -4.7% | +3.8% | -8.5% | -6.3% |
| 3M | -0.7% | +13.0% | -13.7% | -6.8% |
| 6M | +7.7% | +8.3% | -0.6% | +3.0% |
| YTD | +65.1% | +20.6% | +44.4% | +48.0% |
| 1Y | +74.8% | +6.5% | +68.3% | +65.5% |
| All | +44.6% | +60.6% | -16.0% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling