+809.5%
ENTG vs RBA
+208.8%
+600.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -0.5% | +11.8% | +11.5% |
| 7D | +7.9% | +0.6% | +7.3% | +7.7% |
| 30D | -3.6% | +9.0% | -12.5% | -7.5% |
| 3M | +2.7% | +7.2% | -4.4% | -1.3% |
| 6M | +3.6% | -7.8% | +11.3% | +5.1% |
| YTD | +83.6% | -6.4% | +90.0% | +84.8% |
| 1Y | +84.9% | -4.2% | +89.0% | +84.3% |
| 3Y | +63.2% | +64.1% | -0.9% | +28.6% |
| 5Y | +4.9% | +48.4% | -43.5% | -16.5% |
| All | +809.5% | +208.8% | +600.6% | +410.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling