+53.2%
ENB vs RGEN
-35.9%
+89.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.5% | +0.9% |
| 7D | -2.4% | -2.4% | 0.0% | -2.3% |
| 30D | +2.5% | +0.1% | +2.4% | +2.4% |
| 3M | -5.8% | +6.6% | -12.4% | -6.3% |
| 6M | -8.5% | +40.9% | -49.4% | -10.7% |
| YTD | +3.9% | +6.2% | -2.3% | +3.1% |
| 1Y | +3.7% | +19.4% | -15.7% | +2.0% |
| 3Y | +70.1% | +17.9% | +52.2% | +63.9% |
| 5Y | +53.2% | -34.0% | +87.2% | +46.3% |
| All | +53.2% | -35.9% | +89.1% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling