-61.3%
JD vs ENTG
+18.8%
-80.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.7% | -2.5% |
| 7D | -0.8% | +8.9% | -9.7% | -3.2% |
| 30D | -16.0% | -7.2% | -8.8% | -14.9% |
| 3M | -3.2% | +6.4% | -9.6% | -9.4% |
| 6M | +6.1% | +25.7% | -19.6% | -8.1% |
| YTD | -0.1% | +67.9% | -68.0% | -23.5% |
| 1Y | -12.7% | +72.4% | -85.1% | -34.9% |
| 3Y | -6.3% | +48.4% | -54.7% | -31.1% |
| 5Y | -61.3% | +20.1% | -81.4% | -67.2% |
| All | -61.3% | +18.8% | -80.1% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling