+118.9%
EOG vs ENB
+92.6%
+26.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.8% |
| 7D | +1.5% | -4.7% | +6.1% | +5.6% |
| 30D | +2.9% | -5.9% | +8.8% | +8.2% |
| 3M | +8.7% | -14.2% | +23.0% | +23.9% |
| 6M | +12.9% | -8.6% | +21.5% | +21.3% |
| YTD | +43.8% | +3.9% | +39.9% | +37.9% |
| 1Y | +27.1% | +1.8% | +25.3% | +23.6% |
| 3Y | +25.9% | +68.5% | -42.6% | -24.4% |
| 5Y | +177.9% | +62.4% | +115.5% | +76.6% |
| All | +118.9% | +92.6% | +26.3% | +28.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling