+1,097.4%
ENTG vs DRI
+4,113.1%
-3,015.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +3.0% |
| 7D | -17.1% | +2.8% | -19.9% | -18.3% |
| 30D | -23.0% | +13.3% | -36.3% | -27.6% |
| 3M | -10.2% | +8.2% | -18.4% | -14.4% |
| 6M | -17.8% | +17.5% | -35.3% | -25.2% |
| YTD | +52.4% | +26.9% | +25.5% | +33.1% |
| 1Y | +49.8% | +31.6% | +18.2% | +28.5% |
| 3Y | +42.1% | +67.0% | -24.8% | +7.9% |
| 5Y | -10.2% | +72.9% | -83.1% | -32.3% |
| 10Y | +756.0% | +371.3% | +384.7% | +247.4% |
| All | +1,097.4% | +4,113.1% | -3,015.7% | +96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling