-22.2%
RKT vs ENTG
+92.9%
-115.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.3% | -3.1% |
| 7D | +2.1% | +2.8% | -0.7% | +1.1% |
| 30D | +1.4% | -4.7% | +6.1% | +2.5% |
| 3M | +6.3% | -0.7% | +7.0% | +3.3% |
| 6M | -15.5% | +7.7% | -23.2% | -20.6% |
| YTD | -27.4% | +65.1% | -92.4% | -41.3% |
| 1Y | -26.6% | +74.8% | -101.4% | -42.8% |
| 3Y | +41.2% | +36.9% | +4.3% | +13.7% |
| 5Y | -6.4% | +16.1% | -22.5% | -25.3% |
| All | -22.2% | +92.9% | -115.1% | -55.1% |
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