+572.1%
ON vs ENB
+94.4%
+477.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | +1.4% |
| 7D | -4.7% | -4.6% | -0.2% | -1.8% |
| 30D | -13.5% | -5.2% | -8.3% | -10.6% |
| 3M | -36.3% | -13.4% | -22.9% | -30.5% |
| 6M | +17.8% | -7.8% | +25.6% | +22.7% |
| YTD | +29.6% | +4.9% | +24.7% | +22.9% |
| 1Y | +45.8% | +3.2% | +42.5% | +39.4% |
| 3Y | -28.3% | +71.0% | -99.3% | -53.7% |
| 5Y | +49.6% | +64.0% | -14.3% | +0.1% |
| All | +572.1% | +94.4% | +477.7% | +271.0% |
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 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