+15.3%
ENTG vs RSG
+89.9%
-74.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | -12.9% | +4.0% | -16.8% | -13.6% |
| 3M | -3.1% | +7.4% | -10.4% | -5.7% |
| 6M | +21.0% | +0.1% | +20.9% | +20.3% |
| YTD | +67.0% | +6.0% | +61.0% | +60.9% |
| 1Y | +68.6% | -3.0% | +71.6% | +69.8% |
| 3Y | +48.6% | +56.5% | -7.9% | +6.8% |
| All | +15.3% | +89.9% | -74.5% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling