-22.1%
ONON vs ENB
+70.6%
-92.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -3.0% |
| 7D | -1.7% | -0.5% | -1.2% | -1.4% |
| 30D | -27.4% | -0.2% | -27.2% | -27.4% |
| 3M | -26.5% | -7.5% | -19.0% | -23.5% |
| 6M | -34.2% | -4.1% | -30.1% | -33.4% |
| YTD | -41.3% | +9.8% | -51.1% | -46.2% |
| 1Y | -39.7% | +8.7% | -48.4% | -44.4% |
| 3Y | -7.8% | +79.0% | -86.8% | -46.3% |
| All | -22.1% | +70.6% | -92.7% | -53.1% |
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