+1,578.5%
NOK vs ENB
+9,665.3%
-8,086.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.5% | +3.0% |
| 7D | -1.8% | -0.2% | -1.5% | -1.7% |
| 30D | +4.7% | -2.2% | +6.9% | +5.6% |
| 3M | -39.7% | -10.5% | -29.1% | -37.3% |
| 6M | +23.1% | -5.1% | +28.1% | +25.0% |
| YTD | +55.0% | +9.0% | +46.1% | +48.7% |
| 1Y | +118.0% | +8.2% | +109.8% | +109.2% |
| 3Y | +170.5% | +67.8% | +102.7% | +115.5% |
| 5Y | +84.9% | +69.4% | +15.5% | +46.5% |
| 10Y | +112.0% | +117.5% | -5.5% | +45.7% |
| All | +1,578.5% | +9,665.3% | -8,086.8% | +427.6% |
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 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