+1,097.4%
ENTG vs RY
+4,089.9%
-2,992.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +3.7% |
| 7D | -17.1% | -0.9% | -16.2% | -16.5% |
| 30D | -23.0% | +5.9% | -28.9% | -26.9% |
| 3M | -10.2% | -4.3% | -6.0% | -6.8% |
| 6M | -17.8% | +12.1% | -29.9% | -25.9% |
| YTD | +52.4% | +20.3% | +32.1% | +29.4% |
| 1Y | +49.8% | +41.0% | +8.8% | +10.3% |
| 3Y | +42.1% | +157.5% | -115.4% | -38.7% |
| 5Y | -10.2% | +123.2% | -133.4% | -55.4% |
| 10Y | +756.0% | +365.7% | +390.3% | +118.5% |
| All | +1,097.4% | +4,089.9% | -2,992.5% | -42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling