+1,514.2%
RF vs ENB
+11,799.4%
-10,285.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | +1.3% | -0.2% | +1.5% | +1.4% |
| 30D | -3.6% | -2.2% | -1.4% | -2.7% |
| 3M | +8.1% | -10.5% | +18.6% | +12.9% |
| 6M | +11.5% | -5.1% | +16.5% | +13.5% |
| YTD | +15.6% | +9.0% | +6.6% | +10.6% |
| 1Y | +15.7% | +8.2% | +7.5% | +10.9% |
| 3Y | +86.9% | +67.8% | +19.1% | +48.1% |
| 5Y | +89.8% | +69.4% | +20.4% | +50.5% |
| 10Y | +344.7% | +117.5% | +227.2% | +216.9% |
| All | +1,514.2% | +11,799.4% | -10,285.2% | +609.3% |
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