+96.5%
ENB vs RL
+304.3%
-207.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | -0.5% | +1.9% | -2.4% | -0.8% |
| 30D | -0.2% | -12.2% | +12.0% | +2.2% |
| 3M | -7.5% | -6.6% | -0.9% | -6.6% |
| 6M | -4.1% | +3.2% | -7.3% | -5.6% |
| YTD | +9.8% | -1.3% | +11.1% | +8.8% |
| 1Y | +8.7% | +13.6% | -4.9% | +4.4% |
| 3Y | +79.0% | +210.9% | -131.9% | +33.4% |
| 5Y | +69.1% | +246.9% | -177.8% | +19.1% |
| 10Y | +96.5% | +310.1% | -213.6% | +28.3% |
| All | +96.5% | +304.3% | -207.8% | +28.3% |
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