+10,524.4%
ENB vs RIO
+6,008.3%
+4,516.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -2.2% | +4.0% | -6.2% | -3.2% |
| 3M | -10.5% | +0.1% | -10.6% | -10.8% |
| 6M | -5.1% | +12.7% | -17.8% | -8.2% |
| YTD | +9.0% | +35.6% | -26.6% | +0.9% |
| 1Y | +8.2% | +73.7% | -65.5% | -5.3% |
| 3Y | +67.8% | +93.3% | -25.5% | +42.1% |
| 5Y | +69.4% | +92.4% | -23.1% | +41.8% |
| 10Y | +117.5% | +606.9% | -489.4% | +38.5% |
| All | +10,524.4% | +6,008.3% | +4,516.2% | +5,196.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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