+58.5%
ENTG vs DVA
+105.9%
-47.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.3% | -4.1% | -3.8% |
| 7D | +15.2% | -8.8% | +24.0% | +16.1% |
| 30D | -3.6% | -3.4% | -0.2% | -3.6% |
| 3M | -10.0% | -2.6% | -7.4% | -10.2% |
| 6M | +1.8% | -11.9% | +13.7% | +1.4% |
| YTD | +75.5% | +53.6% | +21.9% | +51.8% |
| 1Y | +82.4% | +41.9% | +40.5% | +62.4% |
| 3Y | +58.5% | +97.5% | -39.0% | +11.7% |
| All | +58.5% | +105.9% | -47.4% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 3y: compounded portfolio wealth divided by compounded DVA 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…
3y analysis · Full analysis span regression · 6 months rolling