+10,501.3%
ENB vs ROP
+25,523.2%
-15,021.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.2% |
| 7D | -0.2% | -4.4% | +4.2% | +0.6% |
| 30D | -2.2% | +3.2% | -5.5% | -2.8% |
| 3M | -10.5% | +23.1% | -33.6% | -14.0% |
| 6M | -5.1% | +13.3% | -18.4% | -7.6% |
| YTD | +9.0% | -7.9% | +16.8% | +9.7% |
| 1Y | +8.2% | -22.1% | +30.3% | +12.2% |
| 3Y | +67.8% | -16.8% | +84.6% | +71.2% |
| 5Y | +69.4% | -13.5% | +82.9% | +70.7% |
| 10Y | +117.5% | +137.7% | -20.2% | +87.1% |
| All | +10,501.3% | +25,523.2% | -15,021.9% | +6,721.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling