+11,892.0%
ENB vs RRX
+3,925.9%
+7,966.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.7% |
| 7D | -0.5% | +4.3% | -4.8% | -1.2% |
| 30D | -0.2% | -8.0% | +7.8% | +1.2% |
| 3M | -7.5% | -22.0% | +14.5% | -4.1% |
| 6M | -4.1% | -11.9% | +7.8% | -3.7% |
| YTD | +9.8% | +17.1% | -7.3% | +4.0% |
| 1Y | +8.7% | +14.9% | -6.2% | +2.8% |
| 3Y | +79.0% | +6.9% | +72.1% | +65.4% |
| 5Y | +69.1% | +19.6% | +49.5% | +50.0% |
| 10Y | +96.5% | +215.9% | -119.4% | +42.3% |
| All | +11,892.0% | +3,925.9% | +7,966.1% | +6,703.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling