+1,219.2%
ENTG vs DVA
+7,102.4%
-5,883.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.4% |
| 7D | +8.9% | +2.2% | +6.7% | +8.1% |
| 30D | -7.2% | -2.0% | -5.2% | -6.7% |
| 3M | +6.4% | -6.3% | +12.7% | +7.0% |
| 6M | +25.7% | +19.4% | +6.2% | +14.7% |
| YTD | +67.9% | +58.5% | +9.4% | +35.5% |
| 1Y | +72.4% | +33.9% | +38.5% | +47.9% |
| 3Y | +48.4% | +88.4% | -40.0% | +8.1% |
| 5Y | +20.1% | +39.5% | -19.4% | -6.9% |
| 10Y | +768.2% | +179.5% | +588.7% | +375.5% |
| All | +1,219.2% | +7,102.4% | -5,883.2% | +222.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling