+29.5%
ORCL vs ENB
+50.3%
-20.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.4% | -5.6% | -6.6% |
| 7D | -17.5% | -2.4% | -15.1% | -17.0% |
| 30D | -20.2% | +3.4% | -23.5% | -20.8% |
| 3M | -19.9% | -6.1% | -13.8% | -18.8% |
| 6M | -37.4% | -10.0% | -27.4% | -36.1% |
| YTD | -40.1% | +4.7% | -44.8% | -42.1% |
| 1Y | -53.4% | +7.5% | -60.9% | -55.4% |
| 3Y | +10.4% | +69.1% | -58.7% | -10.8% |
| All | +29.5% | +50.3% | -20.8% | +10.5% |
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