+92.7%
XOP vs ENB
+58.6%
+34.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.5% |
| 7D | +6.3% | +3.1% | +3.2% | +3.6% |
| 30D | -6.6% | +2.1% | -8.7% | -8.3% |
| 3M | +3.6% | -4.4% | +8.0% | +7.4% |
| 6M | +10.8% | -10.1% | +20.8% | +20.8% |
| YTD | +48.3% | +5.2% | +43.1% | +39.3% |
| 1Y | +42.9% | +4.2% | +38.7% | +35.3% |
| 3Y | +43.3% | +70.1% | -26.8% | -21.7% |
| All | +92.7% | +58.6% | +34.0% | +18.4% |
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