+769.3%
ENTG vs RRC
+73.1%
+696.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.7% | -4.5% | -3.9% |
| 7D | +15.2% | +6.4% | +8.8% | +13.9% |
| 30D | -3.6% | +23.9% | -27.5% | -7.4% |
| 3M | -10.0% | +30.2% | -40.1% | -14.4% |
| 6M | +1.8% | +26.3% | -24.5% | -3.4% |
| YTD | +75.5% | +48.1% | +27.4% | +60.6% |
| 1Y | +82.4% | +37.7% | +44.7% | +69.1% |
| 3Y | +58.5% | +60.3% | -1.8% | +42.5% |
| 5Y | +0.4% | +135.3% | -134.9% | -17.3% |
| All | +769.3% | +73.1% | +696.2% | +524.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling