+5,947.5%
OMC vs ENB
+11,799.4%
-5,851.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | -6.4% | -0.2% | -6.2% | -6.3% |
| 30D | +1.1% | -2.2% | +3.3% | +1.7% |
| 3M | +10.4% | -10.5% | +20.9% | +13.7% |
| 6M | -1.7% | -5.1% | +3.4% | -0.6% |
| YTD | +4.4% | +9.0% | -4.5% | +1.5% |
| 1Y | +8.4% | +8.2% | +0.2% | +5.6% |
| 3Y | +14.4% | +67.8% | -53.4% | -1.8% |
| 5Y | +33.9% | +69.4% | -35.5% | +14.4% |
| 10Y | +34.9% | +117.5% | -82.7% | +5.6% |
| All | +5,947.5% | +11,799.4% | -5,851.8% | +3,223.0% |
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