+42.8%
ENTG vs DRI
+68.0%
-25.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.9% |
| 7D | -17.1% | +2.8% | -19.9% | -17.9% |
| 30D | -23.0% | +13.3% | -36.3% | -26.5% |
| 3M | -10.2% | +8.2% | -18.4% | -13.4% |
| 6M | -17.8% | +17.5% | -35.3% | -24.2% |
| YTD | +52.4% | +26.9% | +25.5% | +33.6% |
| 1Y | +49.8% | +31.6% | +18.2% | +28.6% |
| All | +42.8% | +68.0% | -25.3% | +1.0% |
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