+190.3%
RDDT vs ENB
+59.2%
+131.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -7.4% | -0.3% | -7.1% | -7.3% |
| 30D | -7.7% | -1.1% | -6.7% | -7.5% |
| 3M | -17.8% | -8.5% | -9.3% | -16.0% |
| 6M | +5.5% | -4.5% | +10.0% | +5.2% |
| YTD | -36.3% | +9.1% | -45.4% | -41.6% |
| 1Y | -39.0% | +8.0% | -47.0% | -43.7% |
| All | +190.3% | +59.2% | +131.1% | +74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling