+52.7%
ROST vs ENTG
+63.3%
-10.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -6.5% | +12.6% | +6.3% |
| 7D | +7.8% | -10.3% | +18.1% | +8.2% |
| 30D | +8.6% | -14.4% | +22.9% | +9.2% |
| 3M | -1.9% | -1.1% | -0.8% | -2.4% |
| 6M | +9.1% | +3.0% | +6.2% | +6.8% |
| YTD | +37.2% | +70.1% | -32.9% | +20.9% |
| 1Y | +52.7% | +65.7% | -13.0% | +34.8% |
| All | +52.7% | +63.3% | -10.6% | +34.8% |
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