+7,128.3%
URI vs ENB
+3,178.4%
+3,950.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.4% | -5.7% | -6.3% |
| 7D | -12.9% | -2.4% | -10.6% | -11.6% |
| 30D | -3.4% | +3.4% | -6.8% | -5.3% |
| 3M | -10.0% | -6.1% | -3.9% | -6.7% |
| 6M | +12.2% | -10.0% | +22.2% | +18.6% |
| YTD | +29.8% | +4.7% | +25.1% | +24.4% |
| 1Y | +24.6% | +7.5% | +17.1% | +17.3% |
| 3Y | +137.6% | +69.1% | +68.5% | +67.8% |
| 5Y | +176.6% | +50.4% | +126.2% | +110.0% |
| 10Y | +1,402.6% | +108.0% | +1,294.6% | +831.0% |
| All | +7,128.3% | +3,178.4% | +3,950.0% | +1,948.8% |
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 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