+127.3%
ENB vs RNG
+343.0%
-215.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.3% |
| 7D | 0.0% | +2.3% | -2.3% | -0.2% |
| 30D | +1.4% | -3.4% | +4.8% | +1.5% |
| 3M | -5.2% | +20.9% | -26.1% | -6.6% |
| 6M | -9.9% | +82.2% | -92.1% | -14.4% |
| YTD | +4.7% | +164.6% | -160.0% | -4.4% |
| 1Y | +2.8% | +177.0% | -174.2% | -6.5% |
| 3Y | +71.3% | +177.4% | -106.1% | +52.6% |
| 5Y | +58.6% | -72.3% | +130.9% | +67.0% |
| 10Y | +108.5% | +238.9% | -130.5% | +55.7% |
| All | +127.3% | +343.0% | -215.8% | +60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling