+212.8%
RDDT vs ENB
+51.6%
+161.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.5% | +1.8% |
| 7D | +2.1% | -4.7% | +6.8% | +3.0% |
| 30D | +2.8% | -5.9% | +8.7% | +4.0% |
| 3M | -8.9% | -14.2% | +5.3% | -5.6% |
| 6M | +15.1% | -8.6% | +23.6% | +15.5% |
| YTD | -31.4% | +3.9% | -35.3% | -36.5% |
| 1Y | -39.4% | +1.8% | -41.2% | -43.2% |
| All | +212.8% | +51.6% | +161.2% | +89.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling