+5,739.6%
ROL vs ENTG
+1,234.5%
+4,505.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.2% | -5.7% | -0.7% |
| 7D | -1.4% | +2.8% | -4.3% | -2.0% |
| 30D | -4.1% | -4.7% | +0.6% | -3.7% |
| 3M | -22.5% | -0.7% | -21.8% | -24.4% |
| 6M | -37.7% | +7.7% | -45.4% | -40.7% |
| YTD | -39.6% | +65.1% | -104.6% | -47.1% |
| 1Y | -36.0% | +74.8% | -110.8% | -45.4% |
| 3Y | -5.1% | +36.9% | -42.0% | -19.1% |
| 5Y | -3.4% | +16.1% | -19.5% | -19.1% |
| 10Y | +215.2% | +740.3% | -525.1% | +68.8% |
| All | +5,739.6% | +1,234.5% | +4,505.1% | +2,013.0% |
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 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