+190.0%
ON vs ENB
+2,853.2%
-2,663.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.3% |
| 7D | -4.1% | -2.4% | -1.7% | -2.7% |
| 30D | -10.2% | +2.5% | -12.7% | -11.5% |
| 3M | -12.7% | -5.8% | -7.0% | -10.1% |
| 6M | -32.5% | -8.5% | -24.0% | -29.8% |
| YTD | +28.6% | +3.9% | +24.7% | +23.6% |
| 1Y | +43.4% | +3.7% | +39.7% | +37.9% |
| 3Y | +3.3% | +70.1% | -66.7% | -26.7% |
| 5Y | +22.5% | +53.2% | -30.7% | -7.4% |
| 10Y | +535.7% | +100.2% | +435.5% | +305.2% |
| All | +190.0% | +2,853.2% | -2,663.2% | -8.2% |
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