+782.9%
ENTG vs RJF
+429.3%
+353.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +1.2% | -2.7% | +3.9% | +3.0% |
| 30D | -12.9% | -4.3% | -8.6% | -10.7% |
| 3M | -3.1% | +15.7% | -18.8% | -13.1% |
| 6M | +21.0% | +17.8% | +3.2% | +7.0% |
| YTD | +67.0% | +9.2% | +57.8% | +53.9% |
| 1Y | +68.6% | +2.8% | +65.9% | +62.2% |
| 3Y | +48.6% | +69.5% | -20.8% | +2.9% |
| 5Y | +18.6% | +105.9% | -87.3% | -27.1% |
| All | +782.9% | +429.3% | +353.7% | +193.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling