+137.0%
OKE vs ENTG
+16.8%
+120.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.2% | +0.7% |
| 7D | +1.2% | +1.2% | +0.1% | +1.1% |
| 30D | +4.5% | -12.9% | +17.3% | +6.1% |
| 3M | +9.6% | -3.1% | +12.7% | +8.2% |
| 6M | +15.4% | +21.0% | -5.6% | +8.1% |
| YTD | +36.5% | +67.0% | -30.5% | +18.9% |
| 1Y | +39.0% | +68.6% | -29.7% | +19.6% |
| 3Y | +74.3% | +48.6% | +25.7% | +46.0% |
| All | +137.0% | +16.8% | +120.2% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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