-26.7%
RIOT vs ENTG
+16.8%
-43.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +0.9% |
| 7D | -1.5% | +1.2% | -2.7% | -2.3% |
| 30D | +5.7% | -12.9% | +18.5% | +16.6% |
| 3M | -17.9% | -3.1% | -14.8% | -20.7% |
| 6M | +45.0% | +21.0% | +24.0% | +16.9% |
| YTD | +69.5% | +67.0% | +2.4% | +6.2% |
| 1Y | +37.2% | +68.6% | -31.4% | -16.1% |
| 3Y | +111.7% | +48.6% | +63.1% | +30.2% |
| All | -26.7% | +16.8% | -43.6% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling