+65.7%
ENTG vs DTE
+5.6%
+60.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.4% | -8.9% | -5.5% |
| 7D | -10.3% | +4.2% | -14.5% | -8.8% |
| 30D | -14.4% | +10.0% | -24.3% | -11.6% |
| 3M | -1.1% | -2.1% | +1.0% | -1.1% |
| 6M | +3.0% | -4.7% | +7.6% | +1.7% |
| YTD | +70.1% | +9.3% | +60.8% | +54.1% |
| 1Y | +65.7% | +6.6% | +59.1% | +51.6% |
| All | +65.7% | +5.6% | +60.2% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling