-33.1%
ROL vs ENTG
+85.6%
-118.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | -1.7% | +22.8% | -24.5% | -0.4% |
| 30D | +18.5% | -4.9% | +23.4% | +18.7% |
| 3M | +4.3% | -4.8% | +9.2% | +4.7% |
| 6M | -27.7% | +5.6% | -33.3% | -27.5% |
| YTD | -35.8% | +82.4% | -118.2% | -34.8% |
| All | -33.1% | +85.6% | -118.7% | -31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling