+32.3%
UBER vs ENB
+71.3%
-39.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -3.1% | +1.4% | -4.5% | -3.1% |
| 3M | -8.3% | -5.2% | -3.1% | -8.2% |
| 6M | -9.5% | -9.9% | +0.5% | -9.2% |
| YTD | -15.4% | +4.7% | -20.1% | -17.2% |
| 1Y | -26.1% | +2.8% | -28.9% | -27.4% |
| All | +32.3% | +71.3% | -39.0% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling