+73.9%
RIG vs ENB
+2.1%
+71.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.2% |
| 7D | -3.1% | -4.7% | +1.6% | -0.4% |
| 30D | -0.5% | -5.9% | +5.4% | +3.0% |
| 3M | -6.0% | -14.2% | +8.3% | +3.8% |
| 6M | -10.1% | -8.6% | -1.6% | -5.0% |
| YTD | +37.3% | +3.9% | +33.4% | +32.8% |
| 1Y | +73.9% | +1.8% | +72.1% | +71.0% |
| All | +73.9% | +2.1% | +71.9% | +71.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling