+768.2%
ENTG vs RL
+304.3%
+463.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.2% |
| 7D | +8.9% | +1.9% | +7.1% | +7.9% |
| 30D | -7.2% | -12.2% | +5.0% | -1.5% |
| 3M | +6.4% | -6.6% | +13.0% | +9.7% |
| 6M | +25.7% | +3.2% | +22.5% | +23.3% |
| YTD | +67.9% | -1.3% | +69.2% | +68.1% |
| 1Y | +72.4% | +13.6% | +58.8% | +61.5% |
| 3Y | +48.4% | +210.9% | -162.4% | -12.6% |
| 5Y | +20.1% | +246.9% | -226.8% | -32.7% |
| 10Y | +768.2% | +310.1% | +458.1% | +360.6% |
| All | +768.2% | +304.3% | +463.8% | +360.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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