+74.8%
ENTG vs RMBS
+16.3%
+58.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.3% | +4.8% | +5.4% |
| 7D | +2.8% | -0.3% | +3.2% | +3.1% |
| 30D | -4.7% | -12.2% | +7.5% | +2.9% |
| 3M | -0.7% | -49.5% | +48.8% | +40.9% |
| 6M | +7.7% | -7.1% | +14.9% | +13.7% |
| YTD | +65.1% | -7.0% | +72.1% | +68.3% |
| 1Y | +74.8% | +13.3% | +61.4% | +66.8% |
| All | +74.8% | +16.3% | +58.5% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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