+0.2%
ENTG vs RIO
+90.3%
-90.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.5% |
| 7D | +15.2% | -0.9% | +16.1% | +16.2% |
| 30D | -3.6% | -9.1% | +5.5% | +3.5% |
| 3M | -10.0% | -13.7% | +3.7% | +0.2% |
| 6M | +1.8% | -24.3% | +26.1% | +24.7% |
| YTD | +75.5% | +8.9% | +66.6% | +67.1% |
| 1Y | +82.4% | +22.7% | +59.7% | +60.3% |
| 3Y | +58.5% | +51.2% | +7.3% | +22.8% |
| All | +0.2% | +90.3% | -90.1% | -32.4% |
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