+65.7%
ENTG vs REPL
+125.1%
-59.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.2% | -6.7% | -6.5% |
| 7D | -10.3% | +28.8% | -39.2% | -10.5% |
| 30D | -14.4% | +57.3% | -71.7% | -14.7% |
| 3M | -1.1% | +73.6% | -74.7% | -1.5% |
| 6M | +3.0% | +582.8% | -579.9% | +6.9% |
| YTD | +70.1% | +112.9% | -42.8% | +65.9% |
| 1Y | +65.7% | +130.7% | -64.9% | +53.5% |
| All | +65.7% | +125.1% | -59.4% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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