+523.3%
ON vs ENB
+109.5%
+413.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -4.0% |
| 7D | +12.2% | +3.1% | +9.1% | +10.0% |
| 30D | -3.1% | +2.1% | -5.3% | -4.5% |
| 3M | -12.9% | -4.4% | -8.4% | -10.6% |
| 6M | -38.6% | -10.1% | -28.5% | -34.9% |
| YTD | +31.2% | +5.2% | +26.0% | +23.7% |
| 1Y | +47.6% | +4.2% | +43.4% | +39.8% |
| 3Y | +6.6% | +70.1% | -63.5% | -31.2% |
| 5Y | +21.3% | +59.4% | -38.1% | -17.8% |
| All | +523.3% | +109.5% | +413.9% | +212.1% |
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