+47.6%
XOP vs ENB
+7.5%
+40.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.4% |
| 7D | +2.6% | -0.2% | +2.8% | +2.7% |
| 30D | +15.4% | -2.2% | +17.7% | +16.7% |
| 3M | +12.1% | -10.5% | +22.6% | +18.4% |
| 6M | +19.7% | -5.1% | +24.7% | +23.1% |
| YTD | +52.4% | +9.0% | +43.4% | +45.0% |
| 1Y | +47.6% | +8.2% | +39.3% | +41.7% |
| All | +47.6% | +7.5% | +40.0% | +41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling