+2.0%
RDW vs ENTG
+34.4%
-32.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -3.4% |
| 7D | +0.9% | +1.2% | -0.3% | +0.1% |
| 30D | -21.3% | -12.9% | -8.4% | -15.8% |
| 3M | -37.9% | -3.1% | -34.8% | -38.4% |
| 6M | +12.3% | +21.0% | -8.7% | -2.1% |
| YTD | +39.7% | +67.0% | -27.3% | +3.6% |
| 1Y | +25.7% | +68.6% | -42.9% | -6.9% |
| 3Y | +230.8% | +48.6% | +182.2% | +145.3% |
| 5Y | -8.8% | +18.6% | -27.4% | -25.8% |
| All | +2.0% | +34.4% | -32.4% | -17.7% |
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