+21.8%
ENTG vs RIO
+101.7%
-79.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +8.9% | +1.0% | +8.0% | +8.2% |
| 30D | -0.8% | +4.0% | -4.8% | -3.8% |
| 3M | +6.6% | +4.5% | +2.0% | +3.3% |
| 6M | +22.1% | +17.3% | +4.7% | +9.8% |
| YTD | +70.2% | +36.2% | +34.0% | +38.5% |
| 1Y | +76.7% | +76.1% | +0.6% | +22.1% |
| 3Y | +50.5% | +102.5% | -52.1% | -3.2% |
| 5Y | +21.8% | +103.5% | -81.7% | -23.8% |
| All | +21.8% | +101.7% | -79.9% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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