+11,245.9%
ENB vs RRC
+1,491.2%
+9,754.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.8% | -4.1% | +0.3% |
| 7D | -2.4% | -5.2% | +2.8% | -2.0% |
| 30D | +2.5% | +25.2% | -22.7% | +0.3% |
| 3M | -5.8% | +27.4% | -33.2% | -8.0% |
| 6M | -8.5% | +27.0% | -35.5% | -10.7% |
| YTD | +3.9% | +46.3% | -42.4% | 0.0% |
| 1Y | +3.7% | +37.1% | -33.4% | +0.3% |
| 3Y | +70.1% | +60.2% | +9.9% | +60.9% |
| 5Y | +53.2% | +136.6% | -83.5% | +37.8% |
| 10Y | +100.2% | +68.8% | +31.4% | +68.9% |
| All | +11,245.9% | +1,491.2% | +9,754.6% | +9,521.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling