+137.1%
EOG vs ENB
+109.5%
+27.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.3% |
| 7D | +7.6% | +3.1% | +4.5% | +4.8% |
| 30D | +3.4% | +2.1% | +1.3% | +1.5% |
| 3M | +12.7% | -4.4% | +17.1% | +16.9% |
| 6M | +19.0% | -10.1% | +29.1% | +29.9% |
| YTD | +55.6% | +5.2% | +50.4% | +47.4% |
| 1Y | +49.5% | +4.2% | +45.3% | +42.7% |
| 3Y | +43.2% | +70.1% | -26.9% | -14.9% |
| 5Y | +111.8% | +59.4% | +52.4% | +36.2% |
| All | +137.1% | +109.5% | +27.6% | +30.0% |
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