+108.2%
ROST vs ENTG
+21.6%
+86.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.1% | -2.0% |
| 7D | -2.2% | +8.9% | -11.2% | -3.7% |
| 30D | -11.4% | -0.8% | -10.6% | -11.6% |
| 3M | -1.6% | +6.6% | -8.2% | -5.1% |
| 6M | +6.8% | +22.1% | -15.3% | -0.6% |
| YTD | +25.8% | +70.2% | -44.4% | +8.1% |
| 1Y | +52.4% | +76.7% | -24.3% | +28.5% |
| 3Y | +94.4% | +50.5% | +43.9% | +60.2% |
| 5Y | +108.2% | +21.8% | +86.4% | +79.0% |
| All | +108.2% | +21.6% | +86.6% | +79.0% |
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 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