+64.0%
ENB vs RRX
+14.8%
+49.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -1.9% | -3.7% |
| 7D | -4.6% | -3.7% | -0.8% | -4.2% |
| 30D | -5.2% | -9.3% | +4.1% | -4.3% |
| 3M | -13.4% | -21.8% | +8.4% | -11.7% |
| 6M | -7.8% | -22.0% | +14.2% | -6.5% |
| YTD | +4.9% | +11.9% | -7.1% | +1.7% |
| 1Y | +3.2% | +11.6% | -8.4% | -0.2% |
| 3Y | +71.0% | +2.2% | +68.8% | +65.1% |
| 5Y | +64.0% | +14.9% | +49.1% | +46.6% |
| All | +64.0% | +14.8% | +49.2% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling