+351.4%
RCL vs ENB
+101.9%
+249.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.6% |
| 7D | -5.1% | -0.2% | -4.9% | -5.0% |
| 30D | -19.0% | -2.2% | -16.8% | -17.6% |
| 3M | -9.6% | -10.5% | +0.9% | -1.4% |
| 6M | -6.7% | -5.1% | -1.6% | -4.0% |
| YTD | -3.9% | +9.0% | -12.9% | -13.4% |
| 1Y | -25.1% | +8.2% | -33.3% | -32.2% |
| 3Y | +179.1% | +67.8% | +111.4% | +63.7% |
| 5Y | +243.3% | +69.4% | +173.9% | +102.0% |
| All | +351.4% | +101.9% | +249.5% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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