+64.9%
NOK vs ENB
+57.8%
+7.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.1% |
| 7D | +11.0% | 0.0% | +11.0% | +11.0% |
| 30D | -16.0% | +1.4% | -17.4% | -16.5% |
| 3M | -19.8% | -5.2% | -14.6% | -18.1% |
| 6M | -37.1% | -9.9% | -27.2% | -34.8% |
| YTD | +28.0% | +4.7% | +23.3% | +23.4% |
| 1Y | +17.9% | +2.8% | +15.2% | +14.6% |
| 3Y | +152.7% | +71.3% | +81.4% | +79.0% |
| All | +64.9% | +57.8% | +7.0% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling