+95.0%
ROST vs ENTG
+57.0%
+38.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.4% | -2.0% |
| 7D | +0.3% | +15.2% | -14.9% | -1.2% |
| 30D | +0.5% | -3.6% | +4.1% | +0.4% |
| 3M | -5.2% | -10.0% | +4.7% | -4.9% |
| 6M | +9.8% | +1.8% | +8.0% | +7.1% |
| YTD | +29.4% | +75.5% | -46.1% | +14.7% |
| 1Y | +44.4% | +82.4% | -38.1% | +26.8% |
| 3Y | +95.0% | +58.5% | +36.5% | +68.6% |
| All | +95.0% | +57.0% | +38.0% | +68.6% |
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