+769.3%
ENTG vs ROK
+264.0%
+505.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.4% |
| 7D | +15.2% | +7.1% | +8.1% | +9.4% |
| 30D | -3.6% | -5.0% | +1.3% | +1.0% |
| 3M | -10.0% | -9.4% | -0.6% | -1.6% |
| 6M | +1.8% | -11.0% | +12.8% | +13.5% |
| YTD | +75.5% | +4.4% | +71.1% | +73.3% |
| 1Y | +82.4% | +7.4% | +75.0% | +76.9% |
| 3Y | +58.5% | +61.0% | -2.5% | +10.6% |
| 5Y | +0.4% | +30.4% | -30.0% | -18.6% |
| All | +769.3% | +264.0% | +505.3% | +275.6% |
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