+36.2%
OXY vs ENB
+2.1%
+34.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.4% | +1.0% |
| 7D | +2.8% | -4.7% | +7.5% | +5.5% |
| 30D | +5.5% | -5.9% | +11.3% | +9.0% |
| 3M | +11.3% | -14.2% | +25.6% | +21.3% |
| 6M | +11.6% | -8.6% | +20.2% | +17.6% |
| YTD | +51.6% | +3.9% | +47.7% | +48.4% |
| 1Y | +36.2% | +1.8% | +34.4% | +31.2% |
| All | +36.2% | +2.1% | +34.1% | +31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling