+208.2%
ROL vs ENTG
+786.9%
-578.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.5% | -1.3% |
| 7D | -3.3% | +8.9% | -12.2% | -4.3% |
| 30D | -7.2% | -0.8% | -6.4% | -7.4% |
| 3M | -27.0% | +6.6% | -33.5% | -28.9% |
| 6M | -39.5% | +22.1% | -61.6% | -42.7% |
| YTD | -41.8% | +70.2% | -112.0% | -47.8% |
| 1Y | -38.9% | +76.7% | -115.6% | -46.2% |
| 3Y | -0.4% | +50.5% | -50.9% | -13.9% |
| 5Y | -4.2% | +21.8% | -26.0% | -17.6% |
| 10Y | +208.2% | +811.7% | -603.5% | +67.6% |
| All | +208.2% | +786.9% | -578.7% | +67.6% |
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