+100.2%
ENB vs RL
+369.1%
-268.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -2.4% | +1.3% | -3.7% | -2.7% |
| 30D | +2.5% | +7.6% | -5.1% | +1.0% |
| 3M | -5.8% | -1.5% | -4.3% | -5.8% |
| 6M | -8.5% | +12.1% | -20.6% | -11.1% |
| YTD | +3.9% | +13.9% | -10.0% | 0.0% |
| 1Y | +3.7% | +20.7% | -17.0% | -1.4% |
| 3Y | +70.1% | +260.6% | -190.5% | +23.2% |
| 5Y | +53.2% | +248.9% | -195.7% | +8.8% |
| 10Y | +100.2% | +355.9% | -255.7% | +26.4% |
| All | +100.2% | +369.1% | -268.9% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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