+23.6%
EOG vs ENB
+7.5%
+16.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | 0.0% |
| 7D | +1.3% | -0.2% | +1.5% | +1.4% |
| 30D | +8.2% | -2.2% | +10.4% | +9.5% |
| 3M | +3.8% | -10.5% | +14.3% | +10.1% |
| 6M | +15.3% | -5.1% | +20.4% | +18.9% |
| YTD | +41.7% | +9.0% | +32.8% | +36.9% |
| 1Y | +23.6% | +8.2% | +15.3% | +18.3% |
| All | +23.6% | +7.5% | +16.0% | +18.3% |
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