-3.8%
ENTG vs DRI
+76.5%
-80.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.5% | +7.9% | +8.6% |
| 7D | -7.6% | +3.1% | -10.7% | -9.4% |
| 30D | -15.5% | +16.2% | -31.7% | -23.2% |
| 3M | -7.8% | +8.4% | -16.2% | -13.4% |
| 6M | -5.9% | +19.0% | -24.9% | -18.1% |
| YTD | +66.7% | +28.8% | +37.9% | +35.4% |
| 1Y | +62.1% | +33.1% | +29.0% | +28.2% |
| 3Y | +56.3% | +70.8% | -14.5% | -2.1% |
| 5Y | -3.8% | +74.2% | -78.1% | -44.1% |
| All | -3.8% | +76.5% | -80.3% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling