+248.5%
UAL vs ENB
+664.1%
-415.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -3.6% |
| 7D | +5.0% | -2.4% | +7.4% | +6.8% |
| 30D | -1.2% | +3.4% | -4.6% | -3.7% |
| 3M | -16.8% | -6.1% | -10.7% | -13.7% |
| 6M | +18.0% | -10.0% | +28.0% | +24.7% |
| YTD | -1.2% | +4.7% | -5.8% | -7.2% |
| 1Y | +14.3% | +7.5% | +6.8% | +5.0% |
| 3Y | +194.6% | +69.1% | +125.4% | +92.7% |
| 5Y | +109.6% | +50.4% | +59.2% | +48.1% |
| 10Y | +93.1% | +108.0% | -14.9% | +9.0% |
| All | +248.5% | +664.1% | -415.6% | -33.1% |
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