-47.9%
RIG vs ENB
+109.5%
-157.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.6% | +3.5% |
| 7D | +5.7% | +3.1% | +2.6% | +2.0% |
| 30D | -0.7% | +2.1% | -2.8% | -3.3% |
| 3M | -3.1% | -4.4% | +1.3% | +1.4% |
| 6M | -16.3% | -10.1% | -6.3% | -6.4% |
| YTD | +34.1% | +5.2% | +29.0% | +23.8% |
| 1Y | +38.2% | +4.2% | +33.9% | +28.9% |
| 3Y | -15.3% | +70.1% | -85.4% | -57.5% |
| 5Y | +62.5% | +59.4% | +3.1% | -6.5% |
| All | -47.9% | +109.5% | -157.3% | -72.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling