-4.7%
ROL vs ENTG
+18.8%
-23.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.6% |
| 7D | -3.4% | +8.9% | -12.4% | -3.9% |
| 30D | -6.9% | -7.2% | +0.3% | -6.6% |
| 3M | -24.6% | +6.4% | -31.0% | -25.7% |
| 6M | -39.5% | +25.7% | -65.2% | -41.6% |
| YTD | -41.1% | +67.9% | -109.0% | -44.6% |
| 1Y | -37.9% | +72.4% | -110.3% | -42.2% |
| 3Y | +0.8% | +48.4% | -47.6% | -7.5% |
| 5Y | -4.7% | +20.1% | -24.7% | -10.4% |
| All | -4.7% | +18.8% | -23.4% | -10.4% |
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