+16.2%
ENTG vs RBA
+45.3%
-29.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.6% |
| 3M | -0.7% | -20.5% | +19.8% | +8.1% |
| 6M | +7.7% | -18.5% | +26.3% | +16.1% |
| YTD | +65.1% | -18.2% | +83.3% | +77.1% |
| 1Y | +74.8% | -27.5% | +102.3% | +97.5% |
| 3Y | +36.9% | +38.1% | -1.2% | +18.1% |
| All | +16.2% | +45.3% | -29.0% | -5.3% |
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 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