+7,608.4%
EOG vs ENB
+11,799.4%
-4,191.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.1% |
| 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% | +10.3% |
| 6M | +15.3% | -5.1% | +20.4% | +18.5% |
| YTD | +41.7% | +9.0% | +32.8% | +35.0% |
| 1Y | +23.6% | +8.2% | +15.3% | +18.0% |
| 3Y | +23.3% | +67.8% | -44.5% | -8.4% |
| 5Y | +170.4% | +69.4% | +101.0% | +104.5% |
| 10Y | +125.5% | +117.5% | +8.0% | +55.2% |
| All | +7,608.4% | +11,799.4% | -4,191.0% | +2,918.6% |
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