+65.7%
ENTG vs RBA
-2.0%
+67.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.1% | -8.5% | -7.0% |
| 7D | -10.3% | +12.7% | -23.0% | -13.2% |
| 30D | -14.4% | +15.5% | -29.9% | -17.8% |
| 3M | -1.1% | -14.0% | +12.9% | +6.3% |
| 6M | +3.0% | -8.8% | +11.8% | +5.6% |
| YTD | +70.1% | -6.9% | +77.0% | +65.9% |
| 1Y | +65.7% | -3.0% | +68.7% | +56.7% |
| All | +65.7% | -2.0% | +67.7% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling