+1,219.2%
ENTG vs RSG
+3,301.7%
-2,082.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.0% |
| 7D | +8.9% | -0.7% | +9.7% | +9.4% |
| 30D | -7.2% | +3.3% | -10.5% | -9.3% |
| 3M | +6.4% | +8.5% | -2.1% | -1.0% |
| 6M | +25.7% | -3.5% | +29.2% | +23.9% |
| YTD | +67.9% | +5.5% | +62.4% | +56.0% |
| 1Y | +72.4% | -1.7% | +74.1% | +66.3% |
| 3Y | +48.4% | +56.9% | -8.5% | +3.6% |
| 5Y | +20.1% | +89.4% | -69.3% | -26.3% |
| 10Y | +768.1% | +412.5% | +355.6% | +178.8% |
| All | +1,219.2% | +3,301.7% | -2,082.5% | +96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling