+58.5%
ON vs ENB
+71.0%
-12.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.8% |
| 7D | -2.2% | -0.5% | -1.7% | -1.9% |
| 30D | -12.4% | -0.2% | -12.2% | -12.4% |
| 3M | -41.2% | -7.5% | -33.7% | -39.1% |
| 6M | +25.0% | -4.1% | +29.1% | +26.3% |
| YTD | +31.3% | +9.8% | +21.5% | +21.9% |
| 1Y | +45.4% | +8.7% | +36.7% | +35.6% |
| 3Y | -27.4% | +79.0% | -106.4% | -54.3% |
| 5Y | +58.5% | +69.1% | -10.6% | +11.8% |
| All | +58.5% | +71.0% | -12.6% | +11.8% |
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