-3.8%
ENTG vs ROP
-0.2%
-3.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.0% | +10.5% | +9.9% |
| 7D | -7.6% | -1.6% | -5.9% | -7.1% |
| 30D | -15.5% | +29.5% | -45.0% | -27.0% |
| 3M | -7.8% | +17.5% | -25.4% | -16.8% |
| 6M | -5.9% | +38.1% | -44.0% | -27.2% |
| YTD | +66.7% | +7.0% | +59.8% | +60.4% |
| 1Y | +62.1% | +6.5% | +55.6% | +56.6% |
| 3Y | +56.3% | -5.5% | +61.7% | +71.1% |
| 5Y | -3.8% | -0.4% | -3.4% | -9.1% |
| All | -3.8% | -0.2% | -3.6% | -9.1% |
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