+61.7%
ENTG vs RL
+22.6%
+39.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.2% |
| 7D | -9.3% | +1.3% | -10.6% | -9.7% |
| 30D | -16.4% | +7.6% | -24.0% | -19.8% |
| 3M | -3.8% | -1.5% | -2.3% | -2.6% |
| 6M | -6.9% | +12.1% | -19.0% | -13.4% |
| YTD | +65.0% | +13.9% | +51.1% | +47.5% |
| 1Y | +61.7% | +20.7% | +41.0% | +40.3% |
| All | +61.7% | +22.6% | +39.1% | +40.3% |
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