+36.4%
SHEL vs ENB
+3.2%
+33.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | +0.8% | +3.1% | -2.3% | -0.8% |
| 30D | -3.6% | +2.1% | -5.7% | -4.5% |
| 3M | +12.0% | -4.4% | +16.5% | +14.3% |
| 6M | +19.7% | -10.1% | +29.7% | +25.8% |
| YTD | +39.6% | +5.2% | +34.5% | +32.8% |
| 1Y | +36.4% | +4.2% | +32.2% | +29.2% |
| All | +36.4% | +3.2% | +33.3% | +29.2% |
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