+137.0%
OKE vs ENB
+61.6%
+75.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.8% |
| 7D | +1.2% | -4.7% | +5.9% | +5.6% |
| 30D | +4.5% | -5.9% | +10.4% | +10.2% |
| 3M | +9.6% | -14.2% | +23.9% | +25.7% |
| 6M | +15.4% | -8.6% | +24.0% | +24.9% |
| YTD | +36.5% | +3.9% | +32.6% | +31.0% |
| 1Y | +39.0% | +1.8% | +37.2% | +35.7% |
| 3Y | +74.3% | +68.5% | +5.8% | +2.9% |
| All | +137.0% | +61.6% | +75.5% | +43.7% |
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