+69.4%
ENB vs RPRX
+77.0%
-7.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.3% | -4.0% | +3.7% | +0.4% |
| 30D | -1.1% | +4.9% | -6.0% | -2.1% |
| 3M | -8.5% | +9.4% | -17.8% | -10.2% |
| 6M | -4.5% | +33.3% | -37.8% | -10.1% |
| YTD | +9.1% | +59.0% | -49.9% | -0.9% |
| 1Y | +8.0% | +69.2% | -61.3% | -3.5% |
| 3Y | +77.8% | +124.1% | -46.3% | +47.3% |
| 5Y | +69.4% | +77.9% | -8.5% | +52.5% |
| All | +69.4% | +77.0% | -7.6% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling