+15,835.0%
OKE vs ENB
+11,813.6%
+4,021.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.4% |
| 7D | -0.2% | -0.3% | +0.1% | 0.0% |
| 30D | +6.1% | -1.1% | +7.1% | +6.7% |
| 3M | +10.4% | -8.5% | +18.9% | +16.0% |
| 6M | +14.2% | -4.5% | +18.7% | +17.3% |
| YTD | +35.3% | +9.1% | +26.2% | +29.1% |
| 1Y | +40.6% | +8.0% | +32.7% | +34.9% |
| 3Y | +72.2% | +77.8% | -5.6% | +25.8% |
| 5Y | +139.6% | +69.4% | +70.2% | +82.4% |
| 10Y | +259.1% | +100.5% | +158.6% | +168.4% |
| All | +15,835.0% | +11,813.6% | +4,021.3% | +7,884.5% |
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