+0.2%
ENTG vs RMBS
+240.2%
-240.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.2% | -0.6% | -1.8% |
| 7D | +15.2% | +10.3% | +4.9% | +8.8% |
| 30D | -3.6% | -10.7% | +7.1% | +3.7% |
| 3M | -10.0% | -17.2% | +7.3% | +1.0% |
| 6M | +1.8% | -39.0% | +40.8% | +37.5% |
| YTD | +75.5% | -10.5% | +86.0% | +75.3% |
| 1Y | +82.4% | -11.0% | +93.4% | +81.6% |
| 3Y | +58.5% | +31.3% | +27.2% | +6.5% |
| All | +0.2% | +240.2% | -240.0% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling