+379.0%
RCL vs ENB
+99.8%
+279.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.1% |
| 7D | +5.0% | -3.7% | +8.6% | +8.3% |
| 30D | +19.4% | +1.7% | +17.7% | +17.4% |
| 3M | +5.9% | -6.3% | +12.2% | +11.2% |
| 6M | +23.8% | -9.2% | +33.0% | +32.0% |
| YTD | +22.8% | +3.1% | +19.7% | +15.3% |
| 1Y | +34.3% | +3.4% | +30.9% | +25.6% |
| 3Y | +276.4% | +68.9% | +207.5% | +115.9% |
| 5Y | +281.6% | +51.7% | +229.9% | +144.0% |
| 10Y | +379.0% | +98.3% | +280.7% | +141.7% |
| All | +379.0% | +99.8% | +279.2% | +141.7% |
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