+205.4%
XOM vs ENB
+109.5%
+96.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.2% |
| 7D | +2.8% | +3.1% | -0.3% | +0.9% |
| 30D | -3.6% | +2.1% | -5.7% | -4.9% |
| 3M | +8.2% | -4.4% | +12.7% | +11.2% |
| 6M | +14.0% | -10.1% | +24.1% | +21.5% |
| YTD | +44.6% | +5.2% | +39.4% | +39.1% |
| 1Y | +47.8% | +4.2% | +43.5% | +42.8% |
| 3Y | +79.6% | +70.1% | +9.5% | +24.4% |
| 5Y | +214.3% | +59.4% | +154.9% | +128.3% |
| All | +205.4% | +109.5% | +96.0% | +81.7% |
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