+1,279.2%
ENTG vs OMC
+305.7%
+973.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.3% | -5.1% | -4.7% |
| 7D | +15.2% | +1.9% | +13.3% | +13.7% |
| 30D | -3.6% | +12.2% | -15.8% | -12.4% |
| 3M | -10.0% | +0.6% | -10.5% | -12.7% |
| 6M | +1.8% | +21.0% | -19.2% | -16.5% |
| YTD | +75.5% | +12.4% | +63.1% | +47.6% |
| 1Y | +82.4% | +25.4% | +57.0% | +40.3% |
| 3Y | +58.5% | +29.2% | +29.3% | +17.5% |
| 5Y | +0.4% | +52.6% | -52.2% | -35.1% |
| 10Y | +759.6% | +53.6% | +706.0% | +376.0% |
| All | +1,279.2% | +305.7% | +973.5% | +194.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling