+28.2%
BABA vs ENB
+89.5%
-61.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.6% |
| 7D | -4.8% | -0.2% | -4.5% | -4.7% |
| 30D | -11.9% | -2.2% | -9.7% | -11.2% |
| 3M | -9.3% | -10.5% | +1.2% | -6.1% |
| 6M | -14.2% | -5.1% | -9.2% | -13.2% |
| YTD | -22.0% | +9.0% | -31.0% | -25.0% |
| 1Y | -12.7% | +8.2% | -20.9% | -15.8% |
| 3Y | +26.7% | +67.8% | -41.1% | +4.0% |
| 5Y | -29.3% | +69.4% | -98.7% | -41.9% |
| 10Y | +21.2% | +117.5% | -96.3% | -11.1% |
| All | +28.2% | +89.5% | -61.3% | -0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling