+244.8%
ORCL vs ENB
+100.6%
+144.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.4% | +1.7% |
| 7D | -11.2% | -5.2% | -6.0% | -9.5% |
| 30D | -18.8% | +2.2% | -21.0% | -19.5% |
| 3M | -18.8% | -8.1% | -10.7% | -16.5% |
| 6M | -39.7% | -11.2% | -28.6% | -37.6% |
| YTD | -39.6% | +2.0% | -41.6% | -41.0% |
| 1Y | -51.7% | +4.1% | -55.8% | -53.3% |
| 3Y | +10.2% | +64.7% | -54.5% | -11.7% |
| 5Y | +30.8% | +46.6% | -15.8% | +8.5% |
| All | +244.8% | +100.6% | +144.2% | +130.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling