+44.6%
ENTG vs RBA
+32.9%
+11.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.8% | +6.0% |
| 7D | +2.8% | -2.9% | +5.8% | +4.2% |
| 30D | -4.7% | -12.3% | +7.6% | +0.9% |
| 3M | -0.7% | -20.5% | +19.8% | +8.5% |
| 6M | +7.7% | -18.5% | +26.3% | +16.3% |
| YTD | +65.1% | -18.2% | +83.3% | +77.1% |
| 1Y | +74.8% | -27.5% | +102.3% | +99.1% |
| All | +44.6% | +32.9% | +11.7% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling