+30.5%
OMC vs ENB
+70.6%
-40.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +1.6% | -1.8% | +3.3% | +2.1% |
| 30D | +15.3% | +2.0% | +13.3% | +14.6% |
| 3M | +4.5% | -5.8% | +10.3% | +6.3% |
| 6M | +20.8% | -9.7% | +30.4% | +24.1% |
| YTD | +13.5% | +4.2% | +9.3% | +9.6% |
| 1Y | +25.2% | +3.2% | +22.0% | +21.4% |
| All | +30.5% | +70.6% | -40.1% | -5.9% |
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