+163.2%
OXY vs ENB
+61.9%
+101.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.1% | +3.4% |
| 7D | +1.4% | -4.6% | +5.9% | +5.3% |
| 30D | +4.0% | -5.2% | +9.2% | +8.6% |
| 3M | +7.6% | -13.4% | +21.0% | +21.2% |
| 6M | +16.2% | -7.8% | +24.0% | +23.6% |
| YTD | +50.8% | +4.9% | +45.9% | +43.2% |
| 1Y | +34.7% | +3.2% | +31.4% | +29.3% |
| 3Y | -1.0% | +71.0% | -72.0% | -44.7% |
| 5Y | +163.2% | +64.0% | +99.2% | +45.7% |
| All | +163.2% | +61.9% | +101.3% | +45.7% |
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