+8,217.7%
EOG vs ENB
+11,329.0%
-3,111.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | +7.4% | 0.0% | +7.4% | +7.4% |
| 30D | +2.3% | +1.4% | +0.9% | +1.5% |
| 3M | +9.5% | -5.2% | +14.6% | +12.5% |
| 6M | +17.7% | -9.9% | +27.6% | +24.4% |
| YTD | +52.9% | +4.7% | +48.3% | +48.8% |
| 1Y | +47.7% | +2.8% | +44.9% | +45.1% |
| 3Y | +41.1% | +71.3% | -30.2% | +3.8% |
| 5Y | +108.2% | +58.6% | +49.6% | +62.8% |
| 10Y | +136.3% | +108.5% | +27.8% | +66.3% |
| All | +8,217.7% | +11,329.0% | -3,111.3% | +3,227.4% |
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