-36.3%
BABA vs ENB
+3.8%
-40.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.1% |
| 7D | -3.6% | -1.8% | -1.8% | -3.8% |
| 30D | -8.4% | +2.0% | -10.4% | -8.1% |
| 3M | -20.6% | -5.8% | -14.8% | -21.1% |
| 6M | -25.4% | -9.7% | -15.7% | -26.5% |
| YTD | -30.1% | +4.2% | -34.3% | -32.2% |
| 1Y | -36.3% | +3.2% | -39.5% | -38.1% |
| All | -36.3% | +3.8% | -40.1% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 1y: compounded portfolio wealth divided by compounded ENB 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…
1y analysis · Full analysis span regression · 6 months rolling