-11.8%
ENTG vs RBA
+37.7%
-49.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +3.1% |
| 7D | -17.1% | +4.3% | -21.4% | -18.7% |
| 30D | -23.0% | +16.3% | -39.3% | -28.3% |
| 3M | -10.2% | +1.3% | -11.5% | -11.5% |
| 6M | -17.8% | -11.1% | -6.7% | -15.0% |
| YTD | +52.4% | -8.5% | +60.8% | +55.0% |
| 1Y | +49.8% | -2.1% | +51.9% | +47.7% |
| 3Y | +42.1% | +44.6% | -2.4% | +18.4% |
| All | -11.8% | +37.7% | -49.5% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling