+116.5%
ORLY vs ENB
+61.9%
+54.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.2% | +0.4% |
| 7D | -2.1% | -4.6% | +2.4% | -1.0% |
| 30D | -7.6% | -5.2% | -2.4% | -6.4% |
| 3M | -5.5% | -13.4% | +7.9% | -1.9% |
| 6M | -9.7% | -7.8% | -1.9% | -8.0% |
| YTD | -6.2% | +4.9% | -11.1% | -7.7% |
| 1Y | -18.6% | +3.2% | -21.9% | -19.5% |
| 3Y | +33.8% | +71.0% | -37.1% | +17.4% |
| 5Y | +116.5% | +64.0% | +52.5% | +90.9% |
| All | +116.5% | +61.9% | +54.6% | +90.9% |
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