+56.2%
RIG vs ENB
+61.6%
-5.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -0.6% |
| 7D | -3.1% | -4.7% | +1.6% | +2.2% |
| 30D | -0.5% | -5.9% | +5.4% | +6.2% |
| 3M | -6.0% | -14.2% | +8.3% | +11.8% |
| 6M | -10.1% | -8.6% | -1.6% | -1.8% |
| YTD | +37.3% | +3.9% | +33.4% | +27.7% |
| 1Y | +73.9% | +1.8% | +72.1% | +65.7% |
| 3Y | -30.2% | +68.5% | -98.7% | -68.4% |
| All | +56.2% | +61.6% | -5.4% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling