+120.6%
ENB vs RPRX
+52.7%
+67.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.9% |
| 7D | -4.7% | -8.4% | +3.7% | -3.4% |
| 30D | -5.9% | -0.6% | -5.2% | -5.9% |
| 3M | -14.2% | +6.4% | -20.7% | -15.2% |
| 6M | -8.6% | +26.6% | -35.2% | -12.0% |
| YTD | +3.9% | +53.8% | -49.9% | -2.9% |
| 1Y | +1.8% | +62.8% | -61.0% | -5.9% |
| 3Y | +68.5% | +118.0% | -49.5% | +47.3% |
| 5Y | +62.4% | +71.2% | -8.8% | +48.1% |
| All | +120.6% | +52.7% | +67.9% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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