+9.3%
ORCL vs ENB
+68.0%
-58.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.4% | -5.6% | -6.8% |
| 7D | -17.5% | -2.4% | -15.1% | -17.4% |
| 30D | -20.2% | +3.4% | -23.5% | -20.3% |
| 3M | -19.9% | -6.1% | -13.8% | -19.5% |
| 6M | -37.4% | -10.0% | -27.4% | -37.1% |
| YTD | -40.1% | +4.7% | -44.8% | -42.3% |
| 1Y | -53.4% | +7.5% | -60.9% | -55.5% |
| All | +9.3% | +68.0% | -58.7% | -8.1% |
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 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