+769.3%
ENTG vs ROP
+185.2%
+584.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.4% | -4.2% | -4.1% |
| 7D | +15.2% | +0.7% | +14.5% | +14.6% |
| 30D | -3.6% | +28.8% | -32.4% | -19.7% |
| 3M | -10.0% | +21.1% | -31.0% | -22.8% |
| 6M | +1.8% | +52.5% | -50.7% | -29.9% |
| YTD | +75.5% | +8.9% | +66.6% | +54.9% |
| 1Y | +82.4% | +8.2% | +74.2% | +61.8% |
| 3Y | +58.5% | -5.2% | +63.7% | +58.9% |
| 5Y | +0.4% | +1.7% | -1.4% | -4.7% |
| All | +769.3% | +185.2% | +584.1% | +254.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling