-58.4%
NOK vs ENTG
+1,257.1%
-1,315.5%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.7% | +4.5% | +5.7% |
| 7D | +7.3% | +8.9% | -1.7% | +4.7% |
| 30D | +13.8% | -7.2% | +21.0% | +16.2% |
| 3M | -27.0% | +6.4% | -33.4% | -28.8% |
| 6M | +37.6% | +25.7% | +11.9% | +27.8% |
| YTD | +64.6% | +67.9% | -3.3% | +39.8% |
| 1Y | +132.0% | +72.4% | +59.7% | +92.3% |
| 3Y | +183.7% | +48.4% | +135.2% | +130.3% |
| 5Y | +101.3% | +20.1% | +81.2% | +64.0% |
| 10Y | +122.4% | +768.1% | -645.8% | -3.6% |
| All | -58.4% | +1,257.1% | -1,315.5% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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