+88.5%
ENB vs RNG
+222.9%
-134.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -4.7% | -6.1% | +1.4% | -4.3% |
| 30D | -5.9% | +9.6% | -15.5% | -6.4% |
| 3M | -14.2% | +83.3% | -97.6% | -17.7% |
| 6M | -8.6% | +77.9% | -86.5% | -12.4% |
| YTD | +3.9% | +139.9% | -136.0% | -3.1% |
| 1Y | +1.8% | +121.7% | -119.9% | -4.7% |
| 3Y | +68.5% | +121.9% | -53.4% | +54.9% |
| 5Y | +62.4% | -68.4% | +130.8% | +66.7% |
| All | +88.5% | +222.9% | -134.3% | +57.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling