+1,197.2%
ENTG vs ROP
+3,616.9%
-2,419.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.6% | +9.7% | +9.1% |
| 7D | +2.8% | -4.4% | +7.3% | +6.4% |
| 30D | -4.7% | +3.2% | -7.9% | -7.9% |
| 3M | -0.7% | +23.1% | -23.8% | -20.7% |
| 6M | +7.7% | +13.3% | -5.6% | -9.7% |
| YTD | +65.1% | -7.9% | +72.9% | +61.9% |
| 1Y | +74.8% | -22.1% | +96.8% | +96.9% |
| 3Y | +36.9% | -16.8% | +53.7% | +47.6% |
| 5Y | +16.1% | -13.5% | +29.6% | +22.9% |
| 10Y | +740.3% | +137.7% | +602.7% | +255.6% |
| All | +1,197.2% | +3,616.9% | -2,419.6% | -32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling