+72.4%
ENTG vs RL
+11.4%
+61.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.5% |
| 7D | +8.9% | +1.9% | +7.1% | +7.6% |
| 30D | -7.2% | -12.2% | +5.0% | +0.8% |
| 3M | +6.4% | -6.6% | +13.0% | +10.5% |
| 6M | +25.7% | +3.2% | +22.5% | +21.1% |
| YTD | +67.9% | -1.3% | +69.2% | +64.2% |
| 1Y | +72.4% | +13.6% | +58.8% | +48.2% |
| All | +72.4% | +11.4% | +61.0% | +48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling