+811.7%
ENTG vs ROP
+132.1%
+679.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +2.3% |
| 7D | +8.9% | -6.1% | +15.0% | +13.3% |
| 30D | -0.8% | -3.4% | +2.5% | +0.7% |
| 3M | +6.6% | +16.7% | -10.1% | -9.2% |
| 6M | +22.1% | +8.1% | +14.0% | +8.7% |
| YTD | +70.2% | -11.7% | +81.9% | +76.0% |
| 1Y | +76.7% | -24.2% | +100.9% | +107.7% |
| 3Y | +50.5% | -19.0% | +69.4% | +69.3% |
| 5Y | +21.8% | -15.9% | +37.7% | +33.5% |
| 10Y | +811.7% | +135.7% | +676.0% | +336.4% |
| All | +811.7% | +132.1% | +679.6% | +336.4% |
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