+764.3%
ENTG vs ROK
+350.4%
+413.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.8% | -3.1% |
| 7D | +5.1% | -1.6% | +6.7% | +6.5% |
| 30D | -8.5% | -5.4% | -3.1% | -4.3% |
| 3M | +6.7% | -4.0% | +10.7% | +10.6% |
| 6M | +17.7% | +13.3% | +4.4% | +8.3% |
| YTD | +63.5% | +9.3% | +54.1% | +54.4% |
| 1Y | +73.6% | +25.8% | +47.8% | +48.3% |
| 3Y | +44.6% | +49.1% | -4.6% | +6.0% |
| 5Y | +16.1% | +45.9% | -29.7% | -13.8% |
| All | +764.3% | +350.4% | +413.8% | +230.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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