+209.9%
ON vs ENB
+2,997.3%
-2,787.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.5% |
| 7D | +2.4% | -0.2% | +2.7% | +2.6% |
| 30D | -3.3% | -2.2% | -1.1% | -2.2% |
| 3M | -43.6% | -10.5% | -33.1% | -40.3% |
| 6M | +19.0% | -5.1% | +24.0% | +21.3% |
| YTD | +37.4% | +9.0% | +28.4% | +29.0% |
| 1Y | +54.8% | +8.2% | +46.6% | +45.6% |
| 3Y | -25.2% | +67.8% | -92.9% | -46.5% |
| 5Y | +62.7% | +69.4% | -6.7% | +16.4% |
| 10Y | +574.3% | +117.5% | +456.8% | +310.4% |
| All | +209.9% | +2,997.3% | -2,787.4% | -4.2% |
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