-7.5%
NOC vs ENB
+9.4%
-16.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.4% |
| 7D | -5.0% | +0.5% | -5.4% | -5.1% |
| 30D | +10.3% | +6.0% | +4.4% | +8.9% |
| 3M | -4.3% | -7.4% | +3.1% | -3.4% |
| 6M | -6.5% | -8.5% | +2.0% | -5.7% |
| YTD | -6.7% | +6.1% | -12.9% | -10.0% |
| 1Y | -7.5% | +9.4% | -16.9% | -10.3% |
| All | -7.5% | +9.4% | -16.9% | -10.3% |
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