+82.0%
USO vs ENTG
+797.5%
-715.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.3% |
| 7D | +9.1% | +1.2% | +7.9% | +9.0% |
| 30D | +21.7% | -12.9% | +34.5% | +22.7% |
| 3M | +20.2% | -3.1% | +23.3% | +19.6% |
| 6M | +43.4% | +21.0% | +22.4% | +38.3% |
| YTD | +124.0% | +67.0% | +57.0% | +106.3% |
| 1Y | +112.2% | +68.6% | +43.6% | +94.1% |
| 3Y | +97.7% | +48.6% | +49.0% | +77.0% |
| 5Y | +217.4% | +18.6% | +198.8% | +181.5% |
| All | +82.0% | +797.5% | -715.5% | +9.6% |
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