+11,799.4%
ENB vs RGEN
+1,576.0%
+10,223.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -0.2% | -4.9% | +4.7% | -0.1% |
| 30D | -2.2% | +5.7% | -7.9% | -2.4% |
| 3M | -10.5% | +32.4% | -42.9% | -11.2% |
| 6M | -5.1% | +33.2% | -38.3% | -5.9% |
| YTD | +9.0% | +2.3% | +6.7% | +8.7% |
| 1Y | +8.2% | +39.0% | -30.8% | +7.1% |
| 3Y | +67.8% | -4.6% | +72.4% | +66.5% |
| 5Y | +69.4% | -42.7% | +112.1% | +69.1% |
| 10Y | +117.5% | +433.6% | -316.1% | +106.5% |
| All | +11,799.4% | +1,576.0% | +10,223.4% | +10,415.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling