+257.2%
XOM vs ENB
+61.6%
+195.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.4% | +1.1% |
| 7D | +4.1% | -4.7% | +8.7% | +7.3% |
| 30D | +4.6% | -5.9% | +10.5% | +8.7% |
| 3M | +14.0% | -14.2% | +28.2% | +25.8% |
| 6M | +11.0% | -8.6% | +19.6% | +17.2% |
| YTD | +40.7% | +3.9% | +36.8% | +35.8% |
| 1Y | +52.3% | +1.8% | +50.5% | +48.8% |
| 3Y | +60.5% | +68.5% | -8.0% | +4.2% |
| All | +257.2% | +61.6% | +195.6% | +138.6% |
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