-9.0%
NOC vs ENB
+3.8%
-12.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.5% | +1.3% |
| 7D | -1.8% | -4.6% | +2.8% | -1.0% |
| 30D | -9.4% | -5.2% | -4.2% | -8.6% |
| 3M | -3.8% | -13.4% | +9.5% | -1.7% |
| 6M | -28.8% | -7.8% | -20.9% | -28.1% |
| YTD | -7.9% | +4.9% | -12.8% | -10.1% |
| 1Y | -9.0% | +3.2% | -12.3% | -10.6% |
| All | -9.0% | +3.8% | -12.8% | -10.6% |
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 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