+1,279.2%
ENTG vs DVA
+6,882.4%
-5,603.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.3% | -4.1% | -3.9% |
| 7D | +15.2% | -8.8% | +24.0% | +18.6% |
| 30D | -3.6% | -3.4% | -0.2% | -3.5% |
| 3M | -10.0% | -2.6% | -7.4% | -10.4% |
| 6M | +1.8% | -11.9% | +13.7% | +3.0% |
| YTD | +75.5% | +53.6% | +21.9% | +41.3% |
| 1Y | +82.4% | +41.9% | +40.5% | +51.3% |
| 3Y | +58.5% | +97.5% | -39.0% | +13.4% |
| 5Y | +0.4% | +65.0% | -64.6% | -27.9% |
| 10Y | +759.6% | +193.2% | +566.4% | +355.2% |
| All | +1,279.2% | +6,882.4% | -5,603.2% | +235.7% |
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 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