+70.1%
ENB vs ROP
-5.2%
+75.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | +2.5% | +30.3% | -27.8% | +0.4% |
| 3M | -5.8% | +17.8% | -23.6% | -7.0% |
| 6M | -8.5% | +38.9% | -47.4% | -11.2% |
| YTD | +3.9% | +7.6% | -3.7% | +5.1% |
| 1Y | +3.7% | +6.5% | -2.8% | +5.1% |
| 3Y | +70.1% | -6.3% | +76.3% | +77.4% |
| All | +70.1% | -5.2% | +75.3% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling