+46.0%
ENTG vs ROP
-16.1%
+62.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.6% | +9.7% | +7.0% |
| 7D | +2.8% | -4.4% | +7.3% | +3.9% |
| 30D | -4.7% | +3.2% | -7.9% | -5.7% |
| 3M | -0.7% | +23.1% | -23.8% | -10.6% |
| 6M | +7.7% | +13.3% | -5.6% | +1.1% |
| YTD | +65.1% | -7.9% | +72.9% | +82.4% |
| 1Y | +74.8% | -22.1% | +96.8% | +128.5% |
| All | +46.0% | -16.1% | +62.1% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling