+234.8%
RCL vs ENB
+69.5%
+165.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.4% |
| 7D | -5.1% | -0.2% | -4.9% | -5.0% |
| 30D | -19.0% | -2.2% | -16.8% | -17.9% |
| 3M | -9.6% | -10.5% | +0.9% | -3.0% |
| 6M | -6.7% | -5.1% | -1.6% | -4.7% |
| YTD | -3.9% | +9.0% | -12.9% | -12.6% |
| 1Y | -25.1% | +8.2% | -33.3% | -31.5% |
| 3Y | +179.1% | +67.8% | +111.4% | +67.7% |
| All | +234.8% | +69.5% | +165.3% | +113.4% |
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