+15.3%
ENTG vs ROKU
-52.4%
+67.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +2.0% |
| 7D | +1.2% | -0.4% | +1.6% | +1.3% |
| 30D | -12.9% | +2.1% | -14.9% | -13.5% |
| 3M | -3.1% | +29.5% | -32.6% | -11.2% |
| 6M | +21.0% | +53.8% | -32.8% | +5.1% |
| YTD | +67.0% | +42.8% | +24.2% | +47.5% |
| 1Y | +68.6% | +60.7% | +7.9% | +43.5% |
| 3Y | +48.6% | +83.9% | -35.3% | +12.2% |
| All | +15.3% | -52.4% | +67.8% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 5y: compounded portfolio wealth divided by compounded ROKU 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…
5y analysis · Full analysis span regression · 6 months rolling