+7.5%
ENB vs RNG
+173.4%
-165.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.7% | +3.3% | -1.5% |
| 7D | -2.4% | -11.2% | +8.8% | -2.7% |
| 30D | +3.4% | -3.8% | +7.2% | +3.3% |
| 3M | -6.1% | +21.1% | -27.2% | -5.5% |
| 6M | -10.0% | +56.2% | -66.3% | -8.9% |
| YTD | +4.7% | +158.8% | -154.1% | +7.4% |
| 1Y | +7.5% | +173.6% | -166.1% | +11.0% |
| All | +7.5% | +173.4% | -165.9% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling