-23.3%
ONON vs ENB
+62.9%
-86.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.9% | +2.2% |
| 7D | -5.3% | -4.6% | -0.8% | -2.8% |
| 30D | -13.1% | -5.2% | -7.9% | -10.6% |
| 3M | -29.3% | -13.4% | -16.0% | -23.6% |
| 6M | -34.5% | -7.8% | -26.7% | -32.3% |
| YTD | -42.2% | +4.9% | -47.1% | -45.7% |
| 1Y | -37.3% | +3.2% | -40.6% | -40.5% |
| 3Y | -9.3% | +71.0% | -80.2% | -45.8% |
| All | -23.3% | +62.9% | -86.2% | -52.6% |
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