+99.5%
ROST vs ENTG
+46.2%
+53.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.6% |
| 7D | +0.2% | +8.9% | -8.7% | -0.8% |
| 30D | -10.0% | -7.2% | -2.8% | -9.4% |
| 3M | +1.2% | +6.4% | -5.2% | -1.3% |
| 6M | +8.9% | +25.7% | -16.7% | +2.8% |
| YTD | +28.1% | +67.9% | -39.8% | +14.7% |
| 1Y | +53.0% | +72.4% | -19.4% | +35.3% |
| All | +99.5% | +46.2% | +53.3% | +71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling