+20.1%
ENTG vs RRC
+153.5%
-133.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +8.9% | -1.2% | +10.1% | +9.3% |
| 30D | -7.2% | +9.4% | -16.7% | -9.6% |
| 3M | +6.4% | +7.4% | -1.0% | +3.2% |
| 6M | +25.7% | +1.5% | +24.2% | +23.1% |
| YTD | +67.9% | +19.4% | +48.5% | +55.5% |
| 1Y | +72.4% | +24.2% | +48.1% | +57.3% |
| 3Y | +48.4% | +32.8% | +15.6% | +31.8% |
| 5Y | +20.1% | +152.9% | -132.8% | -8.1% |
| All | +20.1% | +153.5% | -133.4% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling