+34.4%
JD vs ENTG
+757.2%
-722.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.8% | +5.3% | +2.7% |
| 7D | -4.1% | +15.2% | -19.3% | -8.8% |
| 30D | +4.6% | -3.6% | +8.2% | +3.7% |
| 3M | -4.7% | -10.0% | +5.2% | -4.5% |
| 6M | -17.4% | +1.8% | -19.1% | -24.7% |
| YTD | +0.7% | +75.5% | -74.8% | -28.2% |
| 1Y | -5.9% | +82.4% | -88.3% | -34.4% |
| 3Y | +18.9% | +58.5% | -39.6% | -19.6% |
| 5Y | -62.9% | +0.4% | -63.3% | -71.1% |
| All | +34.4% | +757.2% | -722.9% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 10y: compounded portfolio wealth divided by compounded ENTG 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…
10y analysis · Full analysis span regression · 6 months rolling