+15,594.3%
ROST vs ENTG
+1,234.5%
+14,359.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -1.5% |
| 7D | +0.9% | +2.8% | -1.9% | +0.4% |
| 30D | -8.9% | -4.7% | -4.2% | -8.5% |
| 3M | -0.8% | -0.7% | -0.1% | -3.0% |
| 6M | +8.5% | +7.7% | +0.8% | +3.7% |
| YTD | +28.6% | +65.1% | -36.5% | +12.7% |
| 1Y | +52.3% | +74.8% | -22.5% | +31.0% |
| 3Y | +94.8% | +36.9% | +57.9% | +68.6% |
| 5Y | +110.8% | +16.1% | +94.7% | +81.6% |
| 10Y | +304.5% | +740.3% | -435.8% | +139.3% |
| All | +15,594.3% | +1,234.5% | +14,359.8% | +6,212.2% |
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