+31.8%
OMC vs ENB
+94.4%
-62.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.8% | +5.3% | +3.2% |
| 7D | -6.2% | -4.6% | -1.7% | -4.3% |
| 30D | -7.6% | -5.2% | -2.4% | -5.4% |
| 3M | +7.4% | -13.4% | +20.8% | +14.1% |
| 6M | +0.1% | -7.8% | +8.0% | +3.2% |
| YTD | +0.4% | +4.9% | -4.5% | -2.8% |
| 1Y | +7.8% | +3.2% | +4.5% | +5.1% |
| 3Y | +11.8% | +71.0% | -59.2% | -14.7% |
| 5Y | +32.5% | +64.0% | -31.5% | +2.1% |
| All | +31.8% | +94.4% | -62.6% | -12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling