+20.1%
ENTG vs ROP
-14.2%
+34.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.5% | +3.4% |
| 7D | +8.9% | -5.4% | +14.4% | +12.3% |
| 30D | -7.2% | -1.6% | -5.6% | -7.0% |
| 3M | +6.4% | +18.8% | -12.4% | -10.0% |
| 6M | +25.7% | +8.2% | +17.5% | +13.3% |
| YTD | +67.9% | -10.5% | +78.3% | +79.0% |
| 1Y | +72.4% | -23.7% | +96.1% | +117.4% |
| 3Y | +48.4% | -17.9% | +66.3% | +72.7% |
| 5Y | +20.1% | -15.3% | +35.4% | +25.3% |
| All | +20.1% | -14.2% | +34.3% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling