-88.1%
RIG vs ENTG
+1,257.1%
-1,345.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.0% |
| 7D | -2.7% | +8.9% | -11.6% | -5.0% |
| 30D | +9.5% | -7.2% | +16.7% | +10.9% |
| 3M | -6.6% | +6.4% | -13.0% | -11.4% |
| 6M | -2.9% | +25.7% | -28.5% | -13.6% |
| YTD | +39.5% | +67.9% | -28.4% | +13.8% |
| 1Y | +82.3% | +72.4% | +9.9% | +46.5% |
| 3Y | -29.6% | +48.4% | -78.0% | -42.8% |
| 5Y | +63.2% | +20.1% | +43.1% | +33.4% |
| 10Y | -45.0% | +768.1% | -813.1% | -71.7% |
| All | -88.1% | +1,257.1% | -1,345.2% | -96.1% |
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