+162.9%
RTX vs ENTG
+21.6%
+141.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.7% |
| 7D | -1.6% | +8.9% | -10.5% | -2.3% |
| 30D | -11.6% | -0.8% | -10.7% | -11.6% |
| 3M | +9.2% | +6.6% | +2.6% | +7.2% |
| 6M | -4.4% | +22.1% | -26.5% | -7.9% |
| YTD | +8.9% | +70.2% | -61.3% | +1.2% |
| 1Y | +32.1% | +76.7% | -44.6% | +21.6% |
| 3Y | +151.2% | +50.5% | +100.8% | +126.5% |
| 5Y | +162.9% | +21.8% | +141.1% | +141.3% |
| All | +162.9% | +21.6% | +141.3% | +141.3% |
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