+65.7%
ENTG vs RBRK
+62.9%
+2.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.1% | -8.6% | -6.7% |
| 7D | -10.3% | -12.5% | +2.2% | -8.9% |
| 30D | -14.4% | -3.0% | -11.3% | -14.0% |
| 3M | -1.1% | +46.9% | -48.0% | -4.4% |
| 6M | +3.0% | +105.4% | -102.4% | -2.7% |
| YTD | +70.1% | +55.6% | +14.5% | +64.2% |
| 1Y | +65.7% | +63.9% | +1.8% | +61.1% |
| All | +65.7% | +62.9% | +2.9% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling