+1,333.5%
ENTG vs ROK
+5,567.4%
-4,233.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | +22.8% | +6.1% | +16.7% | +17.7% |
| 30D | -4.9% | -6.5% | +1.6% | +0.8% |
| 3M | -4.8% | -10.2% | +5.4% | +4.3% |
| 6M | +5.6% | -10.6% | +16.2% | +17.0% |
| YTD | +82.4% | +4.9% | +77.5% | +79.5% |
| 1Y | +82.9% | +3.8% | +79.0% | +82.0% |
| 3Y | +62.1% | +63.5% | -1.4% | +12.6% |
| 5Y | +4.3% | +30.9% | -26.6% | -13.4% |
| 10Y | +793.4% | +266.4% | +527.1% | +224.4% |
| All | +1,333.5% | +5,567.4% | -4,233.9% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling