+764.3%
ENTG vs OMC
+35.0%
+729.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.5% | -5.4% | -4.7% |
| 7D | +5.1% | -6.2% | +11.4% | +8.3% |
| 30D | -8.5% | -7.6% | -1.0% | -5.4% |
| 3M | +6.7% | +7.4% | -0.7% | +0.1% |
| 6M | +17.7% | +0.1% | +17.6% | +14.3% |
| YTD | +63.5% | +0.4% | +63.0% | +56.0% |
| 1Y | +73.6% | +7.8% | +65.8% | +57.3% |
| 3Y | +44.6% | +11.8% | +32.7% | +28.6% |
| 5Y | +16.1% | +32.5% | -16.3% | -4.8% |
| All | +764.3% | +35.0% | +729.3% | +566.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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