+1,197.2%
ENTG vs ROK
+5,982.5%
-4,785.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.3% | +4.9% | +5.2% |
| 7D | +2.8% | +0.7% | +2.1% | +2.4% |
| 30D | -4.7% | -3.3% | -1.4% | -1.9% |
| 3M | -0.7% | -5.9% | +5.1% | +4.7% |
| 6M | +7.7% | +13.9% | -6.1% | -0.9% |
| YTD | +65.1% | +12.6% | +52.5% | +52.7% |
| 1Y | +74.8% | +28.6% | +46.2% | +47.2% |
| 3Y | +36.9% | +45.1% | -8.2% | +2.9% |
| 5Y | +16.1% | +45.6% | -29.5% | -12.0% |
| 10Y | +740.3% | +345.0% | +395.3% | +160.2% |
| All | +1,197.2% | +5,982.5% | -4,785.3% | -18.2% |
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