-42.2%
RIG vs ENTG
+797.5%
-839.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.5% |
| 7D | -3.1% | +1.2% | -4.3% | -3.6% |
| 30D | -0.5% | -12.9% | +12.3% | +4.1% |
| 3M | -6.0% | -3.1% | -2.9% | -9.9% |
| 6M | -10.1% | +21.0% | -31.1% | -24.7% |
| YTD | +37.3% | +67.0% | -29.7% | -1.9% |
| 1Y | +73.9% | +68.6% | +5.3% | +21.8% |
| 3Y | -30.2% | +48.6% | -78.8% | -52.1% |
| 5Y | +62.5% | +18.6% | +43.8% | +10.2% |
| All | -42.2% | +797.5% | -839.7% | -84.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling