+1,197.2%
ENTG vs OMC
+277.1%
+920.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.5% | +8.6% | +7.9% |
| 7D | +2.8% | -6.4% | +9.2% | +7.4% |
| 30D | -4.7% | +1.1% | -5.8% | -6.0% |
| 3M | -0.7% | +10.4% | -11.1% | -10.8% |
| 6M | +7.7% | -1.7% | +9.4% | +4.5% |
| YTD | +65.1% | +4.4% | +60.6% | +49.3% |
| 1Y | +74.8% | +8.4% | +66.3% | +51.4% |
| 3Y | +36.9% | +14.4% | +22.5% | +13.2% |
| 5Y | +16.1% | +33.9% | -17.8% | -16.0% |
| 10Y | +740.3% | +34.9% | +705.5% | +425.6% |
| All | +1,197.2% | +277.1% | +920.1% | +198.3% |
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 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