+54.3%
JD vs ENTG
+1,225.4%
-1,171.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.2% | -4.3% | -0.2% |
| 7D | -1.7% | +2.8% | -4.5% | -2.7% |
| 30D | -13.2% | -4.7% | -8.5% | -12.7% |
| 3M | -3.2% | -0.7% | -2.5% | -8.4% |
| 6M | +15.2% | +7.7% | +7.5% | +3.4% |
| YTD | +2.0% | +65.1% | -63.1% | -23.7% |
| 1Y | -5.4% | +74.8% | -80.2% | -32.0% |
| 3Y | -9.1% | +36.9% | -46.0% | -33.1% |
| 5Y | -59.6% | +16.1% | -75.7% | -70.0% |
| 10Y | +26.2% | +740.3% | -714.1% | -61.7% |
| All | +54.3% | +1,225.4% | -1,171.0% | -65.0% |
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