+192.9%
XOM vs ENB
+92.6%
+100.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.4% | +1.1% |
| 7D | +4.1% | -4.7% | +8.7% | +7.1% |
| 30D | +4.6% | -5.9% | +10.5% | +8.5% |
| 3M | +14.0% | -14.2% | +28.2% | +25.3% |
| 6M | +11.0% | -8.6% | +19.6% | +16.9% |
| YTD | +40.7% | +3.9% | +36.8% | +36.5% |
| 1Y | +52.3% | +1.8% | +50.5% | +49.4% |
| 3Y | +60.5% | +68.5% | -8.0% | +11.8% |
| 5Y | +266.4% | +62.4% | +204.0% | +163.5% |
| All | +192.9% | +92.6% | +100.3% | +86.9% |
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