+45.5%
ENTG vs RRX
+1.6%
+43.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.0% | -2.5% |
| 7D | +5.1% | -3.7% | +8.9% | +8.1% |
| 30D | -8.5% | -9.3% | +0.8% | -1.7% |
| 3M | +6.7% | -21.8% | +28.5% | +27.7% |
| 6M | +17.7% | -22.0% | +39.7% | +40.0% |
| YTD | +63.5% | +11.9% | +51.5% | +49.6% |
| 1Y | +73.6% | +11.6% | +62.0% | +59.2% |
| All | +45.5% | +1.6% | +43.9% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 3y: compounded portfolio wealth divided by compounded RRX 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…
3y analysis · Full analysis span regression · 6 months rolling