+100.5%
ENB vs ROP
+132.1%
-31.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.1% |
| 7D | -0.3% | -6.1% | +5.8% | +2.2% |
| 30D | -1.1% | -3.4% | +2.3% | +0.1% |
| 3M | -8.5% | +16.7% | -25.1% | -14.9% |
| 6M | -4.5% | +8.1% | -12.6% | -8.8% |
| YTD | +9.1% | -11.7% | +20.8% | +13.3% |
| 1Y | +8.0% | -24.2% | +32.2% | +20.1% |
| 3Y | +77.8% | -19.0% | +96.8% | +87.4% |
| 5Y | +69.4% | -15.9% | +85.2% | +71.5% |
| 10Y | +100.5% | +135.7% | -35.2% | +18.7% |
| All | +100.5% | +132.1% | -31.7% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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