-10.5%
ONON vs ENB
+69.7%
-80.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.9% | +0.7% |
| 7D | -5.3% | -4.6% | -0.8% | -4.6% |
| 30D | -13.1% | -5.2% | -7.9% | -12.3% |
| 3M | -29.3% | -13.4% | -16.0% | -27.5% |
| 6M | -34.5% | -7.8% | -26.7% | -33.9% |
| YTD | -42.2% | +4.9% | -47.1% | -44.1% |
| 1Y | -37.3% | +3.2% | -40.6% | -39.0% |
| All | -10.5% | +69.7% | -80.1% | -38.5% |
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