+21.8%
ENTG vs DRI
+68.4%
-46.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +2.4% |
| 7D | +8.9% | -4.8% | +13.7% | +12.1% |
| 30D | -0.8% | -3.9% | +3.1% | +1.2% |
| 3M | +6.6% | +5.1% | +1.5% | +1.9% |
| 6M | +22.1% | +5.5% | +16.6% | +15.7% |
| YTD | +70.2% | +16.5% | +53.7% | +49.2% |
| 1Y | +76.7% | +2.0% | +74.7% | +68.7% |
| 3Y | +50.5% | +54.5% | -4.0% | +3.4% |
| 5Y | +21.8% | +66.6% | -44.8% | -24.1% |
| All | +21.8% | +68.4% | -46.6% | -24.1% |
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