+53,560.1%
ORLY vs ENB
+10,433.5%
+43,126.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -1.0% | -0.3% | -0.7% | -1.0% |
| 30D | -6.7% | -1.1% | -5.6% | -6.5% |
| 3M | -3.8% | -8.5% | +4.7% | -2.0% |
| 6M | -9.0% | -4.5% | -4.5% | -8.2% |
| YTD | -5.6% | +9.1% | -14.7% | -7.6% |
| 1Y | -19.5% | +8.0% | -27.5% | -21.0% |
| 3Y | +34.7% | +77.8% | -43.1% | +17.9% |
| 5Y | +118.0% | +69.4% | +48.7% | +91.5% |
| 10Y | +364.1% | +100.5% | +263.6% | +281.1% |
| All | +53,560.1% | +10,433.5% | +43,126.7% | +29,050.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling