+782.9%
ENTG vs RNG
+222.9%
+560.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.3% | +2.2% |
| 7D | +1.2% | -6.1% | +7.3% | +2.9% |
| 30D | -12.9% | +9.6% | -22.5% | -15.4% |
| 3M | -3.1% | +83.3% | -86.4% | -20.9% |
| 6M | +21.0% | +77.9% | -56.9% | -2.8% |
| YTD | +67.0% | +139.9% | -72.9% | +17.4% |
| 1Y | +68.6% | +121.7% | -53.0% | +21.6% |
| 3Y | +48.6% | +121.9% | -73.2% | +2.3% |
| 5Y | +18.6% | -68.4% | +87.0% | +29.5% |
| All | +782.9% | +222.9% | +560.1% | +282.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling