+16.1%
ENTG vs RRX
+14.8%
+1.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.0% | -2.5% |
| 7D | +5.1% | -3.7% | +8.9% | +8.2% |
| 30D | -8.5% | -9.3% | +0.8% | -1.4% |
| 3M | +6.7% | -21.8% | +28.5% | +28.6% |
| 6M | +17.7% | -22.0% | +39.7% | +40.7% |
| YTD | +63.5% | +11.9% | +51.5% | +47.4% |
| 1Y | +73.6% | +11.6% | +62.0% | +56.7% |
| 3Y | +44.6% | +2.2% | +42.4% | +31.7% |
| 5Y | +16.1% | +14.9% | +1.2% | -0.5% |
| All | +16.1% | +14.8% | +1.3% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling