+53.1%
RGTI vs ENB
+81.1%
-27.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +1.6% |
| 7D | -0.1% | -4.6% | +4.4% | +2.4% |
| 30D | -16.2% | -5.2% | -11.0% | -13.9% |
| 3M | -22.0% | -13.4% | -8.6% | -16.2% |
| 6M | -10.8% | -7.8% | -3.0% | -7.6% |
| YTD | -31.6% | +4.9% | -36.4% | -35.0% |
| 1Y | -6.4% | +3.2% | -9.6% | -10.4% |
| 3Y | +665.7% | +71.0% | +594.7% | +394.7% |
| 5Y | +55.6% | +64.0% | -8.3% | +13.3% |
| All | +53.1% | +81.1% | -27.9% | +11.5% |
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