+45.5%
ENTG vs RSG
+56.5%
-11.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -4.1% |
| 7D | +5.1% | -1.8% | +6.9% | +4.5% |
| 30D | -8.5% | +2.8% | -11.3% | -7.7% |
| 3M | +6.7% | +4.3% | +2.4% | +8.4% |
| 6M | +17.7% | -0.5% | +18.3% | +20.8% |
| YTD | +63.5% | +5.2% | +58.2% | +65.4% |
| 1Y | +73.6% | -2.1% | +75.7% | +79.2% |
| All | +45.5% | +56.5% | -11.1% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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