+1,347.0%
OXY vs ENB
+11,892.0%
-10,545.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.6% |
| 7D | -0.5% | -0.5% | 0.0% | -0.2% |
| 30D | +8.5% | -0.2% | +8.7% | +8.6% |
| 3M | +6.0% | -7.5% | +13.5% | +10.8% |
| 6M | +13.0% | -4.1% | +17.1% | +15.5% |
| YTD | +48.9% | +9.8% | +39.1% | +40.9% |
| 1Y | +36.4% | +8.7% | +27.7% | +29.7% |
| 3Y | -2.3% | +79.0% | -81.3% | -30.7% |
| 5Y | +160.6% | +69.1% | +91.5% | +94.9% |
| 10Y | +2.0% | +96.5% | -94.5% | -23.1% |
| All | +1,347.0% | +11,892.0% | -10,545.0% | +530.8% |
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