+91.4%
ORCL vs ENB
+69.5%
+21.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +3.9% | +3.3% |
| 7D | +5.3% | -0.2% | +5.5% | +5.3% |
| 30D | +10.0% | -2.2% | +12.2% | +10.5% |
| 3M | -32.6% | -10.5% | -22.1% | -30.9% |
| 6M | +4.9% | -5.1% | +10.0% | +5.4% |
| YTD | -17.8% | +9.0% | -26.7% | -21.2% |
| 1Y | -28.0% | +8.2% | -36.2% | -31.0% |
| 3Y | +36.0% | +67.8% | -31.7% | +10.9% |
| All | +91.4% | +69.5% | +21.9% | +54.0% |
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