+59.0%
JD vs ENTG
+1,123.4%
-1,064.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -0.9% | +0.8% |
| 7D | +13.4% | -17.1% | +30.5% | +19.7% |
| 30D | +7.7% | -23.0% | +30.7% | +15.4% |
| 3M | -11.3% | -10.2% | -1.1% | -11.2% |
| 6M | -5.1% | -17.8% | +12.6% | -6.6% |
| YTD | +5.0% | +52.4% | -47.3% | -21.2% |
| 1Y | -5.6% | +49.8% | -55.4% | -29.2% |
| 3Y | +17.8% | +42.1% | -24.4% | -17.2% |
| 5Y | -57.2% | -10.2% | -46.9% | -65.4% |
| 10Y | +34.8% | +756.0% | -721.2% | -60.4% |
| All | +59.0% | +1,123.4% | -1,064.4% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling