+90.4%
ENB vs RGEN
+414.1%
-323.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.8% |
| 7D | -4.6% | -2.9% | -1.6% | -4.3% |
| 30D | -5.2% | -0.1% | -5.2% | -5.3% |
| 3M | -13.4% | +25.9% | -39.3% | -15.4% |
| 6M | -7.8% | +35.2% | -43.0% | -10.8% |
| YTD | +4.9% | +0.5% | +4.4% | +4.2% |
| 1Y | +3.2% | +37.0% | -33.7% | -0.8% |
| 3Y | +71.0% | +2.0% | +69.0% | +64.8% |
| 5Y | +64.0% | -44.2% | +108.2% | +64.7% |
| All | +90.4% | +414.1% | -323.8% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling