-24.1%
RKT vs ENTG
+105.1%
-129.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +1.1% |
| 7D | -9.0% | +15.2% | -24.1% | -12.9% |
| 30D | +30.2% | -3.6% | +33.8% | +29.1% |
| 3M | -8.8% | -10.0% | +1.1% | -8.4% |
| 6M | -0.9% | +1.8% | -2.7% | -6.9% |
| YTD | -29.2% | +75.5% | -104.7% | -45.2% |
| 1Y | -20.1% | +82.4% | -102.5% | -39.2% |
| 3Y | +81.3% | +58.5% | +22.8% | +35.4% |
| 5Y | -6.6% | +0.4% | -7.0% | -27.2% |
| All | -24.1% | +105.1% | -129.2% | -58.1% |
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 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