+74.5%
UBER vs ENB
+108.8%
-34.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.8% | +5.9% | +4.4% |
| 7D | -4.5% | -4.6% | +0.1% | -1.9% |
| 30D | -7.6% | -5.2% | -2.4% | -4.9% |
| 3M | +5.8% | -13.4% | +19.1% | +14.6% |
| 6M | +0.3% | -7.8% | +8.1% | +3.9% |
| YTD | -11.2% | +4.9% | -16.1% | -15.8% |
| 1Y | -23.0% | +3.2% | -26.2% | -26.3% |
| 3Y | +53.6% | +71.0% | -17.4% | +1.8% |
| 5Y | +81.9% | +64.0% | +17.9% | +22.1% |
| All | +74.5% | +108.8% | -34.2% | -6.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling