+1,219.2%
ENTG vs DTE
+1,390.4%
-171.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.2% |
| 7D | +8.9% | +0.9% | +8.1% | +8.3% |
| 30D | -7.2% | -1.9% | -5.4% | -6.1% |
| 3M | +6.4% | -3.3% | +9.7% | +7.9% |
| 6M | +25.7% | -7.1% | +32.8% | +29.4% |
| YTD | +67.9% | +8.1% | +59.8% | +57.2% |
| 1Y | +72.4% | +5.3% | +67.1% | +63.7% |
| 3Y | +48.4% | +48.2% | +0.3% | +10.4% |
| 5Y | +20.1% | +33.2% | -13.2% | -6.1% |
| 10Y | +768.1% | +137.5% | +630.6% | +310.5% |
| All | +1,219.2% | +1,390.4% | -171.2% | +138.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling