+88.5%
ENB vs RRX
+228.4%
-139.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.6% | -1.8% |
| 7D | -4.7% | -0.3% | -4.3% | -4.6% |
| 30D | -5.9% | -6.1% | +0.3% | -4.6% |
| 3M | -14.2% | -23.1% | +8.8% | -10.1% |
| 6M | -8.6% | -19.5% | +10.9% | -6.3% |
| YTD | +3.9% | +16.1% | -12.2% | -3.7% |
| 1Y | +1.8% | +12.9% | -11.1% | -5.6% |
| 3Y | +68.5% | +7.9% | +60.6% | +49.8% |
| 5Y | +62.4% | +19.1% | +43.3% | +32.9% |
| All | +88.5% | +228.4% | -139.8% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling