+1,197.2%
ENTG vs RL
+2,743.8%
-1,546.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.0% | +4.1% | +5.1% |
| 7D | +2.8% | -0.8% | +3.6% | +3.3% |
| 30D | -4.7% | -7.8% | +3.1% | -1.0% |
| 3M | -0.7% | -4.0% | +3.3% | +1.1% |
| 6M | +7.7% | -1.9% | +9.6% | +8.4% |
| YTD | +65.1% | -0.2% | +65.2% | +64.2% |
| 1Y | +74.8% | +10.7% | +64.1% | +64.6% |
| 3Y | +36.9% | +210.8% | -173.9% | -25.7% |
| 5Y | +16.1% | +238.2% | -222.1% | -40.2% |
| 10Y | +740.3% | +313.4% | +427.0% | +227.9% |
| All | +1,197.2% | +2,743.8% | -1,546.6% | +90.4% |
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