+58.6%
ENB vs RNG
-71.6%
+130.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.4% |
| 7D | 0.0% | +2.3% | -2.3% | -0.1% |
| 30D | +1.4% | -3.4% | +4.8% | +1.5% |
| 3M | -5.2% | +20.9% | -26.1% | -6.1% |
| 6M | -9.9% | +82.2% | -92.1% | -12.8% |
| YTD | +4.7% | +164.6% | -160.0% | -1.5% |
| 1Y | +2.8% | +177.0% | -174.2% | -3.7% |
| 3Y | +71.3% | +177.4% | -106.1% | +57.7% |
| 5Y | +58.6% | -72.3% | +130.9% | +65.4% |
| All | +58.6% | -71.6% | +130.2% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling