+1,097.4%
ENTG vs RL
+2,957.8%
-1,860.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +3.3% |
| 7D | -17.1% | -4.2% | -13.0% | -15.2% |
| 30D | -23.0% | +4.3% | -27.3% | -24.8% |
| 3M | -10.2% | -4.6% | -5.6% | -8.7% |
| 6M | -17.8% | +1.7% | -19.5% | -19.5% |
| YTD | +52.4% | +7.3% | +45.0% | +45.2% |
| 1Y | +49.8% | +20.8% | +29.0% | +33.9% |
| 3Y | +42.1% | +247.0% | -204.8% | -27.5% |
| 5Y | -10.2% | +225.5% | -235.7% | -52.8% |
| 10Y | +756.0% | +363.0% | +393.0% | +213.4% |
| All | +1,097.4% | +2,957.8% | -1,860.4% | +68.4% |
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