+33.3%
SHEL vs ENB
+7.5%
+25.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.5% | +1.1% |
| 7D | +2.2% | -0.2% | +2.5% | +2.3% |
| 30D | +6.8% | -2.2% | +9.1% | +7.9% |
| 3M | +8.1% | -10.5% | +18.6% | +13.5% |
| 6M | +14.4% | -5.1% | +19.5% | +17.2% |
| YTD | +30.0% | +9.0% | +21.0% | +24.7% |
| 1Y | +33.3% | +8.2% | +25.1% | +28.6% |
| All | +33.3% | +7.5% | +25.8% | +28.6% |
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