+64.7%
ENTG vs OMC
+28.0%
+36.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.1% |
| 7D | +22.8% | -0.3% | +23.1% | +23.0% |
| 30D | -4.9% | +10.6% | -15.5% | -8.7% |
| 3M | -4.8% | +2.6% | -7.4% | -6.4% |
| 6M | +5.6% | +16.6% | -11.0% | -4.1% |
| YTD | +82.4% | +10.9% | +71.5% | +68.5% |
| 1Y | +82.9% | +22.1% | +60.8% | +56.4% |
| All | +64.7% | +28.0% | +36.8% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling