+65.7%
ENTG vs RRC
+44.7%
+21.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.5% | -2.9% | -7.2% |
| 7D | -10.3% | -6.8% | -3.6% | -11.6% |
| 30D | -14.4% | +34.7% | -49.1% | -5.3% |
| 3M | -1.1% | +31.5% | -32.6% | +9.0% |
| 6M | +3.0% | +21.8% | -18.8% | +14.9% |
| YTD | +70.1% | +48.9% | +21.2% | +84.5% |
| 1Y | +65.7% | +42.1% | +23.7% | +80.7% |
| All | +65.7% | +44.7% | +21.1% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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