+51.5%
ENTG vs RNG
+122.1%
-70.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | +8.9% | -4.1% | +13.0% | +9.6% |
| 30D | -0.8% | +8.6% | -9.5% | -2.6% |
| 3M | +6.6% | +78.0% | -71.4% | -6.6% |
| 6M | +22.1% | +67.0% | -45.0% | +6.7% |
| YTD | +70.2% | +142.4% | -72.3% | +26.7% |
| 1Y | +76.7% | +120.4% | -43.7% | +36.2% |
| All | +51.5% | +122.1% | -70.6% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling