+1,097.4%
ENTG vs RBA
+3,501.2%
-2,403.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +3.2% |
| 7D | -17.1% | +4.3% | -21.4% | -18.9% |
| 30D | -23.0% | +16.3% | -39.3% | -29.0% |
| 3M | -10.2% | +1.3% | -11.5% | -12.0% |
| 6M | -17.8% | -11.1% | -6.7% | -15.1% |
| YTD | +52.4% | -8.5% | +60.8% | +54.7% |
| 1Y | +49.8% | -2.1% | +51.9% | +47.2% |
| 3Y | +42.1% | +44.6% | -2.4% | +13.8% |
| 5Y | -10.2% | +36.8% | -47.1% | -28.4% |
| 10Y | +756.0% | +227.3% | +528.7% | +312.7% |
| All | +1,097.4% | +3,501.2% | -2,403.8% | +122.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling