+192.9%
XOM vs ENTG
+797.5%
-604.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.2% |
| 7D | +4.1% | +1.2% | +2.9% | +3.9% |
| 30D | +4.6% | -12.9% | +17.4% | +6.3% |
| 3M | +14.0% | -3.1% | +17.0% | +12.3% |
| 6M | +11.0% | +21.0% | -10.0% | +3.9% |
| YTD | +40.7% | +67.0% | -26.3% | +23.6% |
| 1Y | +52.3% | +68.6% | -16.3% | +32.4% |
| 3Y | +60.5% | +48.6% | +11.8% | +35.3% |
| 5Y | +266.4% | +18.6% | +247.8% | +205.6% |
| All | +192.9% | +797.5% | -604.6% | +47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling