+82.5%
XOP vs ENB
+737.1%
-654.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | 0.0% |
| 7D | +2.6% | -0.2% | +2.8% | +2.8% |
| 30D | +15.4% | -2.2% | +17.7% | +17.9% |
| 3M | +12.1% | -10.5% | +22.6% | +24.6% |
| 6M | +19.7% | -5.1% | +24.7% | +24.9% |
| YTD | +52.4% | +9.0% | +43.4% | +38.4% |
| 1Y | +47.6% | +8.2% | +39.3% | +34.5% |
| 3Y | +34.4% | +67.8% | -33.4% | -23.3% |
| 5Y | +154.4% | +69.4% | +85.0% | +47.5% |
| 10Y | +54.7% | +117.5% | -62.8% | -28.3% |
| All | +82.5% | +737.1% | -654.6% | -80.1% |
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