+4,862.5%
ENB vs RL
+1,366.2%
+3,496.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.2% |
| 7D | -0.2% | -0.8% | +0.6% | -0.1% |
| 30D | -2.2% | -7.8% | +5.5% | -1.1% |
| 3M | -10.5% | -4.0% | -6.5% | -10.2% |
| 6M | -5.1% | -1.9% | -3.2% | -5.5% |
| YTD | +9.0% | -0.2% | +9.1% | +8.0% |
| 1Y | +8.2% | +10.7% | -2.5% | +5.4% |
| 3Y | +67.8% | +210.8% | -143.0% | +35.4% |
| 5Y | +69.4% | +238.2% | -168.9% | +32.4% |
| 10Y | +117.5% | +313.4% | -195.8% | +58.2% |
| All | +4,862.5% | +1,366.2% | +3,496.4% | +3,024.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling