+100.2%
ENB vs ROP
+185.1%
-84.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | +2.5% | +30.3% | -27.8% | -8.0% |
| 3M | -5.8% | +17.8% | -23.6% | -12.2% |
| 6M | -8.5% | +38.9% | -47.4% | -21.1% |
| YTD | +3.9% | +7.6% | -3.7% | -0.6% |
| 1Y | +3.7% | +6.5% | -2.8% | -0.3% |
| 3Y | +70.1% | -6.3% | +76.3% | +69.7% |
| 5Y | +53.2% | +0.9% | +52.3% | +44.4% |
| 10Y | +100.2% | +180.7% | -80.5% | +9.4% |
| All | +100.2% | +185.1% | -84.9% | +9.4% |
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