+69.1%
ENB vs RRC
+153.5%
-84.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.8% |
| 7D | -0.5% | -1.2% | +0.7% | -0.3% |
| 30D | -0.2% | +9.4% | -9.6% | -1.8% |
| 3M | -7.5% | +7.4% | -14.9% | -8.8% |
| 6M | -4.1% | +1.5% | -5.6% | -4.6% |
| YTD | +9.8% | +19.4% | -9.6% | +6.1% |
| 1Y | +8.7% | +24.2% | -15.5% | +3.9% |
| 3Y | +79.0% | +32.8% | +46.2% | +65.5% |
| 5Y | +69.1% | +152.9% | -83.8% | +39.2% |
| All | +69.1% | +153.5% | -84.4% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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