-9.7%
RKT vs ENTG
+21.6%
-31.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.1% | -3.2% |
| 7D | -1.0% | +8.9% | -9.9% | -3.9% |
| 30D | -2.4% | -0.8% | -1.6% | -2.6% |
| 3M | +1.9% | +6.6% | -4.7% | -3.6% |
| 6M | -13.9% | +22.1% | -35.9% | -23.1% |
| YTD | -30.6% | +70.2% | -100.8% | -45.7% |
| 1Y | -34.4% | +76.7% | -111.1% | -50.4% |
| 3Y | +38.2% | +50.5% | -12.3% | +4.0% |
| 5Y | -9.7% | +21.8% | -31.5% | -31.0% |
| All | -9.7% | +21.6% | -31.2% | -31.0% |
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