+70.1%
ENB vs RPRX
+177.1%
-107.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +3.1% | +3.3% | -0.2% | +2.7% |
| 30D | +2.1% | +17.9% | -15.8% | +0.3% |
| 3M | -4.4% | +19.2% | -23.7% | -6.3% |
| 6M | -10.1% | +31.7% | -41.8% | -12.9% |
| YTD | +5.2% | +82.5% | -77.3% | -1.7% |
| 1Y | +4.2% | +78.4% | -74.2% | -2.4% |
| 3Y | +70.1% | +177.0% | -106.9% | +50.4% |
| All | +70.1% | +177.1% | -107.0% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling