+4,294.1%
XOM vs ENB
+11,892.0%
-7,597.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.5% |
| 7D | -2.4% | -0.5% | -1.9% | -2.2% |
| 30D | +5.7% | -0.2% | +5.9% | +5.7% |
| 3M | +6.6% | -7.5% | +14.1% | +9.7% |
| 6M | +7.7% | -4.1% | +11.8% | +9.3% |
| YTD | +36.2% | +9.8% | +26.4% | +31.4% |
| 1Y | +50.5% | +8.7% | +41.8% | +45.6% |
| 3Y | +53.4% | +79.0% | -25.6% | +22.8% |
| 5Y | +254.2% | +69.1% | +185.1% | +191.9% |
| 10Y | +177.9% | +96.5% | +81.4% | +114.4% |
| All | +4,294.1% | +11,892.0% | -7,597.9% | +1,992.0% |
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