+73.6%
ENTG vs ROP
-24.5%
+98.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.5% | -4.2% |
| 7D | +5.1% | -8.0% | +13.1% | +0.9% |
| 30D | -8.5% | -2.7% | -5.8% | -9.5% |
| 3M | +6.7% | +16.6% | -9.9% | +13.3% |
| 6M | +17.7% | +10.4% | +7.4% | +25.3% |
| YTD | +63.5% | -12.1% | +75.6% | +74.5% |
| 1Y | +73.6% | -23.6% | +97.2% | +92.4% |
| All | +73.6% | -24.5% | +98.1% | +92.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling