-27.0%
RKT vs ENTG
+91.0%
-118.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -0.5% |
| 7D | -7.2% | +5.1% | -12.4% | -8.8% |
| 30D | -7.9% | -8.5% | +0.6% | -5.7% |
| 3M | +5.2% | +6.7% | -1.5% | -0.1% |
| 6M | -14.9% | +17.7% | -32.6% | -22.3% |
| YTD | -31.9% | +63.5% | -95.3% | -44.7% |
| 1Y | -36.9% | +73.6% | -110.5% | -50.7% |
| 3Y | +35.7% | +44.6% | -8.8% | +7.1% |
| 5Y | -9.7% | +16.1% | -25.8% | -27.7% |
| All | -27.0% | +91.0% | -118.1% | -57.8% |
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