+42.1%
ENTG vs RL
+240.1%
-197.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +3.5% |
| 7D | -17.1% | -4.2% | -13.0% | -14.7% |
| 30D | -23.0% | +4.3% | -27.3% | -25.2% |
| 3M | -10.2% | -4.6% | -5.6% | -8.2% |
| 6M | -17.8% | +1.7% | -19.5% | -19.9% |
| YTD | +52.4% | +7.3% | +45.0% | +42.7% |
| 1Y | +49.8% | +20.8% | +29.0% | +28.9% |
| 3Y | +42.1% | +247.0% | -204.8% | -37.5% |
| All | +42.1% | +240.1% | -197.9% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling