+82.4%
ENTG vs ROK
+4.7%
+77.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.3% |
| 7D | +15.2% | +7.1% | +8.1% | +7.1% |
| 30D | -3.6% | -5.0% | +1.3% | +2.2% |
| 3M | -10.0% | -9.4% | -0.6% | +1.0% |
| 6M | +1.8% | -11.0% | +12.8% | +16.3% |
| YTD | +75.5% | +4.4% | +71.1% | +59.7% |
| 1Y | +82.4% | +7.4% | +75.0% | +57.0% |
| All | +82.4% | +4.7% | +77.7% | +57.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling