+138.5%
ENB vs RNG
+309.1%
-170.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.1% | +1.1% |
| 7D | -0.5% | -0.8% | +0.3% | -0.4% |
| 30D | -0.2% | +11.4% | -11.6% | -1.0% |
| 3M | -7.5% | +72.1% | -79.6% | -11.5% |
| 6M | -4.1% | +67.9% | -72.1% | -8.5% |
| YTD | +9.8% | +144.3% | -134.5% | +1.1% |
| 1Y | +8.7% | +117.5% | -108.8% | +0.8% |
| 3Y | +79.0% | +123.9% | -44.9% | +62.2% |
| 5Y | +69.1% | -70.1% | +139.2% | +75.9% |
| 10Y | +96.5% | +215.9% | -119.4% | +47.4% |
| All | +138.5% | +309.1% | -170.6% | +69.9% |
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