-40.5%
RIG vs ENB
+9,717.0%
-9,757.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -2.0% | -2.2% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | +13.8% | -2.2% | +16.0% | +15.5% |
| 3M | -6.4% | -10.5% | +4.1% | +0.8% |
| 6M | -8.2% | -5.1% | -3.1% | -5.2% |
| YTD | +41.6% | +9.0% | +32.7% | +33.0% |
| 1Y | +88.7% | +8.2% | +80.5% | +78.1% |
| 3Y | -30.9% | +67.8% | -98.6% | -51.8% |
| 5Y | +57.7% | +69.4% | -11.7% | +14.7% |
| 10Y | -39.3% | +117.5% | -156.8% | -58.3% |
| All | -40.5% | +9,717.0% | -9,757.5% | -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 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