+15,768.5%
NOC vs ENB
+11,799.4%
+3,969.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.7% | -2.3% |
| 7D | -5.2% | -0.2% | -5.0% | -5.1% |
| 30D | -7.2% | -2.2% | -5.0% | -6.7% |
| 3M | -5.1% | -10.5% | +5.4% | -2.8% |
| 6M | -31.1% | -5.1% | -26.0% | -30.4% |
| YTD | -8.6% | +9.0% | -17.5% | -10.5% |
| 1Y | -9.7% | +8.2% | -17.9% | -11.5% |
| 3Y | +24.3% | +67.8% | -43.5% | +10.2% |
| 5Y | +52.6% | +69.4% | -16.7% | +34.5% |
| 10Y | +183.6% | +117.5% | +66.1% | +130.6% |
| All | +15,768.5% | +11,799.4% | +3,969.1% | +8,610.2% |
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