+74.3%
OKE vs ENB
+68.0%
+6.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.7% |
| 7D | +1.2% | -4.7% | +5.9% | +4.8% |
| 30D | +4.5% | -5.9% | +10.4% | +9.2% |
| 3M | +9.6% | -14.2% | +23.9% | +23.0% |
| 6M | +15.4% | -8.6% | +24.0% | +23.6% |
| YTD | +36.5% | +3.9% | +32.6% | +32.6% |
| 1Y | +39.0% | +1.8% | +37.2% | +36.9% |
| 3Y | +74.3% | +68.5% | +5.8% | +17.0% |
| All | +74.3% | +68.0% | +6.3% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling