+1,197.2%
ENTG vs DRI
+3,904.3%
-2,707.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.7% | +6.4% |
| 7D | +2.8% | +0.6% | +2.3% | +2.5% |
| 30D | -4.7% | +3.8% | -8.5% | -6.5% |
| 3M | -0.7% | +13.0% | -13.7% | -7.1% |
| 6M | +7.7% | +8.3% | -0.6% | +2.6% |
| YTD | +65.1% | +20.6% | +44.4% | +48.9% |
| 1Y | +74.8% | +6.5% | +68.3% | +66.7% |
| 3Y | +36.9% | +53.7% | -16.8% | +8.9% |
| 5Y | +16.1% | +72.7% | -56.6% | -11.7% |
| 10Y | +740.3% | +363.2% | +377.2% | +246.1% |
| All | +1,197.2% | +3,904.3% | -2,707.0% | +119.9% |
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