+7.4%
ON vs ENB
+67.2%
-59.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.1% | +8.1% | +9.0% |
| 7D | -1.4% | -3.7% | +2.2% | -1.0% |
| 30D | -10.9% | +1.7% | -12.6% | -11.0% |
| 3M | -14.9% | -6.3% | -8.6% | -14.1% |
| 6M | -33.0% | -9.2% | -23.8% | -32.5% |
| YTD | +27.6% | +3.1% | +24.5% | +24.7% |
| 1Y | +44.5% | +3.4% | +41.1% | +41.0% |
| 3Y | +7.4% | +68.9% | -61.5% | -17.4% |
| All | +7.4% | +67.2% | -59.8% | -17.4% |
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