-29.7%
RIG vs ENB
+76.5%
-106.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.4% |
| 7D | -8.2% | -0.3% | -7.9% | -8.0% |
| 30D | -0.2% | -1.1% | +0.9% | +0.5% |
| 3M | -2.7% | -8.5% | +5.7% | +3.8% |
| 6M | -7.5% | -4.5% | -2.9% | -4.6% |
| YTD | +38.3% | +9.1% | +29.2% | +28.1% |
| 1Y | +81.8% | +8.0% | +73.9% | +69.9% |
| All | -29.7% | +76.5% | -106.1% | -60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling