-3.9%
ONON vs ENB
+63.4%
-67.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.4% |
| 7D | -10.0% | +3.1% | -13.1% | -11.6% |
| 30D | -5.3% | +2.1% | -7.4% | -6.6% |
| 3M | +6.5% | -4.4% | +10.9% | +8.8% |
| 6M | -5.0% | -10.1% | +5.1% | 0.0% |
| YTD | -27.6% | +5.2% | -32.8% | -32.3% |
| 1Y | -20.7% | +4.2% | -24.9% | -25.3% |
| 3Y | +26.6% | +70.1% | -43.5% | -24.1% |
| 5Y | -9.6% | +59.4% | -69.0% | -43.0% |
| All | -3.9% | +63.4% | -67.3% | -40.9% |
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