+1,332.5%
OXY vs ENB
+11,799.4%
-10,466.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.5% |
| 7D | +1.6% | -0.2% | +1.8% | +1.7% |
| 30D | +11.6% | -2.2% | +13.8% | +13.0% |
| 3M | +2.8% | -10.5% | +13.3% | +9.5% |
| 6M | +13.0% | -5.1% | +18.1% | +16.2% |
| YTD | +47.4% | +9.0% | +38.4% | +40.1% |
| 1Y | +31.5% | +8.2% | +23.3% | +25.3% |
| 3Y | -1.9% | +67.8% | -69.7% | -28.0% |
| 5Y | +148.0% | +69.4% | +78.6% | +85.2% |
| 10Y | +2.3% | +117.5% | -115.3% | -25.9% |
| All | +1,332.5% | +11,799.4% | -10,466.9% | +527.2% |
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 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