+76.2%
UBER vs ENB
+68.4%
+7.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.6% |
| 7D | -7.0% | -0.3% | -6.7% | -6.9% |
| 30D | -8.9% | -1.1% | -7.8% | -8.6% |
| 3M | +1.0% | -8.5% | +9.5% | +4.1% |
| 6M | -3.7% | -4.5% | +0.8% | -2.8% |
| YTD | -13.0% | +9.1% | -22.1% | -17.7% |
| 1Y | -25.5% | +8.0% | -33.5% | -29.2% |
| 3Y | +50.5% | +77.8% | -27.4% | +7.4% |
| 5Y | +76.2% | +69.4% | +6.8% | +26.8% |
| All | +76.2% | +68.4% | +7.7% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling