+29.7%
OMC vs ENB
+68.4%
-38.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.2% |
| 7D | -4.2% | -0.3% | -3.9% | -4.1% |
| 30D | -7.5% | -1.1% | -6.4% | -7.1% |
| 3M | +4.6% | -8.5% | +13.1% | +8.3% |
| 6M | -4.8% | -4.5% | -0.3% | -3.5% |
| YTD | -1.0% | +9.1% | -10.1% | -6.0% |
| 1Y | +3.8% | +8.0% | -4.1% | -0.9% |
| 3Y | +10.2% | +77.8% | -67.6% | -19.3% |
| 5Y | +29.7% | +69.4% | -39.6% | -3.6% |
| All | +29.7% | +68.4% | -38.7% | -3.6% |
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 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