+251.3%
UAL vs ENB
+695.6%
-444.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +3.1% |
| 7D | +0.7% | -0.2% | +0.9% | +0.8% |
| 30D | -16.1% | -2.2% | -13.9% | -15.0% |
| 3M | +6.1% | -10.5% | +16.6% | +13.7% |
| 6M | +10.8% | -5.1% | +15.9% | +13.3% |
| YTD | -0.4% | +9.0% | -9.4% | -8.6% |
| 1Y | +5.0% | +8.2% | -3.2% | -3.6% |
| 3Y | +124.0% | +67.8% | +56.3% | +47.7% |
| 5Y | +141.0% | +69.4% | +71.6% | +57.0% |
| 10Y | +118.0% | +117.5% | +0.5% | +19.5% |
| All | +251.3% | +695.6% | -444.2% | -34.1% |
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