+15.5%
BP vs ENB
-4.8%
+20.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.1% |
| 7D | +3.9% | -0.2% | +4.2% | +4.1% |
| 30D | +7.6% | -2.2% | +9.9% | +9.1% |
| 3M | +0.7% | -10.5% | +11.2% | +7.0% |
| 6M | +15.5% | -5.1% | +20.6% | +21.5% |
| All | +15.5% | -4.8% | +20.3% | +21.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling