+1,210.4%
ENTG vs RL
+3,136.2%
-1,925.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.8% | +3.6% | +6.4% |
| 7D | -7.6% | +0.2% | -7.8% | -7.5% |
| 30D | -15.5% | +7.3% | -22.8% | -18.6% |
| 3M | -7.8% | +1.0% | -8.9% | -8.9% |
| 6M | -5.9% | +11.8% | -17.7% | -12.4% |
| YTD | +66.7% | +13.6% | +53.1% | +54.5% |
| 1Y | +62.1% | +24.0% | +38.0% | +43.1% |
| 3Y | +56.3% | +256.6% | -200.3% | -21.3% |
| 5Y | -3.8% | +240.2% | -244.0% | -50.5% |
| 10Y | +770.1% | +373.0% | +397.1% | +215.6% |
| All | +1,210.4% | +3,136.2% | -1,925.7% | +79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling