+82.4%
ENTG vs RBA
-5.8%
+88.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.7% | -4.0% |
| 7D | +15.2% | +1.7% | +13.4% | +14.7% |
| 30D | -3.6% | +8.3% | -12.0% | -5.5% |
| 3M | -10.0% | +10.5% | -20.5% | -12.2% |
| 6M | +1.8% | -5.9% | +7.7% | +2.0% |
| YTD | +75.5% | -6.9% | +82.4% | +67.7% |
| 1Y | +82.4% | -4.9% | +87.3% | +70.9% |
| All | +82.4% | -5.8% | +88.2% | +70.9% |
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