+414.0%
SHEL vs ENTG
+1,257.1%
-843.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.9% | +2.3% |
| 7D | +1.9% | +8.9% | -7.0% | +0.5% |
| 30D | +8.7% | -7.2% | +15.9% | +9.6% |
| 3M | +11.0% | +6.4% | +4.6% | +7.4% |
| 6M | +14.6% | +25.7% | -11.1% | +6.6% |
| YTD | +33.3% | +67.9% | -34.6% | +17.2% |
| 1Y | +37.9% | +72.4% | -34.5% | +19.6% |
| 3Y | +69.7% | +48.4% | +21.3% | +45.3% |
| 5Y | +190.2% | +20.1% | +170.1% | +146.4% |
| 10Y | +197.0% | +768.2% | -571.2% | +73.6% |
| All | +414.0% | +1,257.1% | -843.1% | +106.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling