+82.4%
ENTG vs ROP
+6.9%
+75.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.4% | -4.2% | -3.5% |
| 7D | +15.2% | +0.7% | +14.5% | +15.8% |
| 30D | -3.6% | +28.8% | -32.4% | +16.0% |
| 3M | -10.0% | +21.1% | -31.0% | +5.0% |
| 6M | +1.8% | +52.5% | -50.7% | +30.3% |
| YTD | +75.5% | +8.9% | +66.6% | +116.9% |
| 1Y | +82.4% | +8.2% | +74.2% | +128.5% |
| All | +82.4% | +6.9% | +75.5% | +128.5% |
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