+1,197.2%
ENTG vs RBA
+3,116.9%
-1,919.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.8% | +6.0% |
| 7D | +2.8% | -2.9% | +5.8% | +4.3% |
| 30D | -4.7% | -12.3% | +7.6% | +1.1% |
| 3M | -0.7% | -20.5% | +19.8% | +9.2% |
| 6M | +7.7% | -18.5% | +26.3% | +17.2% |
| YTD | +65.1% | -18.2% | +83.3% | +78.6% |
| 1Y | +74.8% | -27.5% | +102.3% | +100.0% |
| 3Y | +36.9% | +38.1% | -1.2% | +12.9% |
| 5Y | +16.1% | +44.8% | -28.7% | -9.7% |
| 10Y | +740.3% | +187.1% | +553.2% | +335.6% |
| All | +1,197.2% | +3,116.9% | -1,919.7% | +157.4% |
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