+16,820.8%
NOC vs ENB
+11,329.0%
+5,491.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +4.5% | 0.0% | +4.5% | +4.5% |
| 30D | +14.1% | +1.4% | +12.7% | +13.8% |
| 3M | -4.5% | -5.2% | +0.7% | -3.3% |
| 6M | -0.8% | -9.9% | +9.2% | +1.4% |
| YTD | -2.5% | +4.7% | -7.2% | -3.7% |
| 1Y | -0.1% | +2.8% | -2.8% | -0.9% |
| 3Y | +24.6% | +71.3% | -46.7% | +10.1% |
| 5Y | +65.6% | +58.6% | +7.0% | +48.1% |
| 10Y | +160.5% | +108.5% | +52.1% | +114.2% |
| All | +16,820.8% | +11,329.0% | +5,491.8% | +9,271.3% |
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 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