-19.9%
USAR vs ENTG
+43.0%
-62.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.1% |
| 7D | +8.8% | +22.8% | -14.1% | +0.4% |
| 30D | -28.5% | -4.9% | -23.6% | -27.3% |
| 3M | -56.2% | -4.8% | -51.3% | -55.7% |
| 6M | -68.4% | +5.6% | -74.0% | -69.4% |
| YTD | -32.2% | +82.4% | -114.6% | -43.0% |
| 1Y | -52.3% | +82.9% | -135.2% | -59.8% |
| 3Y | -21.2% | +62.1% | -83.3% | -30.9% |
| All | -19.9% | +43.0% | -62.9% | -29.9% |
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