+65.7%
ENTG vs RJF
+7.8%
+57.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +4.3% | -10.8% | -6.8% |
| 7D | -10.3% | +7.2% | -17.5% | -10.9% |
| 30D | -14.4% | +4.9% | -19.3% | -14.5% |
| 3M | -1.1% | -5.5% | +4.4% | +1.0% |
| 6M | +3.0% | +8.0% | -5.0% | +1.2% |
| YTD | +70.1% | +6.2% | +63.9% | +52.5% |
| 1Y | +65.7% | +7.8% | +57.9% | +44.3% |
| All | +65.7% | +7.8% | +57.9% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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