+22.3%
BABA vs ENB
+82.0%
-59.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +3.1% |
| 7D | +8.6% | -2.4% | +10.9% | +9.4% |
| 30D | -1.1% | +3.4% | -4.5% | -2.3% |
| 3M | -15.9% | -6.1% | -9.8% | -14.2% |
| 6M | -17.5% | -10.0% | -7.5% | -15.0% |
| YTD | -25.6% | +4.7% | -30.2% | -27.5% |
| 1Y | -33.8% | +7.5% | -41.3% | -36.2% |
| 3Y | +34.6% | +69.1% | -34.5% | +10.2% |
| 5Y | -27.7% | +50.4% | -78.0% | -38.3% |
| 10Y | +17.7% | +108.0% | -90.3% | -12.5% |
| All | +22.3% | +82.0% | -59.7% | -3.5% |
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