+42.1%
ENTG vs RY
+155.6%
-113.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +4.0% |
| 7D | -17.1% | -0.9% | -16.2% | -16.2% |
| 30D | -23.0% | +5.9% | -28.9% | -27.8% |
| 3M | -10.2% | -4.3% | -6.0% | -5.6% |
| 6M | -17.8% | +12.1% | -29.9% | -28.0% |
| YTD | +52.4% | +20.3% | +32.1% | +22.7% |
| 1Y | +49.8% | +41.0% | +8.8% | +0.8% |
| 3Y | +42.1% | +157.5% | -115.4% | -48.5% |
| All | +42.1% | +155.6% | -113.4% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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