+11,160.3%
ENB vs RRC
+1,418.2%
+9,742.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | -3.7% | -10.3% | +6.7% | -2.7% |
| 30D | +1.7% | +19.5% | -17.8% | -0.1% |
| 3M | -6.3% | +27.9% | -34.2% | -8.6% |
| 6M | -9.2% | +21.2% | -30.4% | -11.0% |
| YTD | +3.1% | +39.6% | -36.5% | -0.3% |
| 1Y | +3.4% | +31.3% | -27.9% | +0.4% |
| 3Y | +68.9% | +51.9% | +17.0% | +60.6% |
| 5Y | +51.7% | +110.2% | -58.4% | +37.8% |
| 10Y | +98.3% | +56.7% | +41.7% | +68.3% |
| All | +11,160.3% | +1,418.2% | +9,742.1% | +9,489.6% |
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