+20.2%
ENTG vs RMD
-22.5%
+42.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +3.2% |
| 7D | +8.9% | -4.5% | +13.4% | +11.2% |
| 30D | -7.2% | +4.6% | -11.8% | -9.6% |
| 3M | +6.4% | +14.8% | -8.4% | -3.0% |
| 6M | +25.7% | -12.1% | +37.7% | +32.0% |
| YTD | +67.9% | -7.5% | +75.3% | +70.7% |
| 1Y | +72.4% | -20.1% | +92.4% | +90.2% |
| 3Y | +48.4% | +53.9% | -5.5% | +7.7% |
| All | +20.2% | -22.5% | +42.7% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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