+261.1%
RCL vs ENB
+46.5%
+214.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +3.0% |
| 7D | +6.5% | -5.2% | +11.7% | +10.1% |
| 30D | +15.9% | +2.2% | +13.7% | +14.1% |
| 3M | +2.7% | -8.1% | +10.7% | +7.9% |
| 6M | +15.2% | -11.2% | +26.4% | +22.7% |
| YTD | +19.2% | +2.0% | +17.2% | +13.0% |
| 1Y | +31.6% | +4.1% | +27.5% | +22.6% |
| 3Y | +274.2% | +64.7% | +209.4% | +124.9% |
| All | +261.1% | +46.5% | +214.6% | +166.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling