+79.0%
ENB vs ROP
-18.5%
+97.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.6% | +1.0% |
| 7D | -0.5% | -5.4% | +4.9% | 0.0% |
| 30D | -0.2% | -1.6% | +1.4% | -0.1% |
| 3M | -7.5% | +18.8% | -26.4% | -9.4% |
| 6M | -4.1% | +8.2% | -12.3% | -5.0% |
| YTD | +9.8% | -10.5% | +20.3% | +12.9% |
| 1Y | +8.7% | -23.7% | +32.4% | +15.9% |
| 3Y | +79.0% | -17.9% | +96.9% | +76.8% |
| All | +79.0% | -18.5% | +97.5% | +76.8% |
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