+211.6%
XOM vs ENB
+58.6%
+152.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.1% |
| 7D | +2.8% | +3.1% | -0.3% | +0.8% |
| 30D | -3.6% | +2.1% | -5.7% | -5.0% |
| 3M | +8.2% | -4.4% | +12.7% | +11.3% |
| 6M | +14.0% | -10.1% | +24.1% | +21.8% |
| YTD | +44.6% | +5.2% | +39.4% | +38.4% |
| 1Y | +47.8% | +4.2% | +43.5% | +42.2% |
| 3Y | +79.6% | +70.1% | +9.5% | +16.0% |
| All | +211.6% | +58.6% | +152.9% | +115.4% |
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