+16.1%
ENTG vs RNG
-70.1%
+86.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.1% | -3.7% |
| 7D | +5.1% | -9.6% | +14.7% | +7.8% |
| 30D | -8.5% | +8.8% | -17.3% | -11.0% |
| 3M | +6.7% | +78.6% | -71.9% | -11.7% |
| 6M | +17.7% | +70.3% | -52.5% | -3.6% |
| YTD | +63.5% | +140.3% | -76.9% | +14.8% |
| 1Y | +73.6% | +126.6% | -53.0% | +24.3% |
| 3Y | +44.6% | +120.2% | -75.7% | -0.8% |
| 5Y | +16.1% | -68.3% | +84.4% | +15.6% |
| All | +16.1% | -70.1% | +86.2% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling