+1,322.8%
ENTG vs RNG
+327.7%
+995.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.9% | +10.0% | +7.2% |
| 7D | +2.8% | +5.8% | -2.9% | +1.2% |
| 30D | -4.7% | +19.6% | -24.3% | -9.5% |
| 3M | -0.7% | +67.0% | -67.8% | -16.0% |
| 6M | +7.7% | +88.4% | -80.7% | -14.1% |
| YTD | +65.1% | +155.5% | -90.4% | +16.4% |
| 1Y | +74.8% | +141.7% | -66.9% | +25.4% |
| 3Y | +36.9% | +131.1% | -94.2% | -4.5% |
| 5Y | +16.1% | -70.6% | +86.7% | +27.5% |
| 10Y | +740.3% | +228.2% | +512.1% | +363.5% |
| All | +1,322.8% | +327.7% | +995.1% | +622.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling