-45.7%
RDDT vs ENB
+9.4%
-55.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.3% | +6.3% | +5.7% |
| 7D | -24.4% | +0.5% | -24.8% | -24.0% |
| 30D | -32.3% | +6.0% | -38.2% | -29.6% |
| 3M | -36.3% | -7.4% | -28.9% | -38.6% |
| 6M | -39.7% | -8.5% | -31.3% | -42.3% |
| YTD | -55.7% | +6.1% | -61.8% | -55.7% |
| 1Y | -45.7% | +9.4% | -55.1% | -46.7% |
| All | -45.7% | +9.4% | -55.1% | -46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling