-24.1%
RKT vs ENB
+118.3%
-142.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.3% |
| 7D | -9.0% | +3.1% | -12.1% | -10.7% |
| 30D | +30.2% | +2.1% | +28.1% | +28.2% |
| 3M | -8.8% | -4.4% | -4.4% | -6.8% |
| 6M | -0.9% | -10.1% | +9.1% | +4.6% |
| YTD | -29.2% | +5.2% | -34.4% | -33.7% |
| 1Y | -20.1% | +4.2% | -24.3% | -24.7% |
| 3Y | +81.3% | +70.1% | +11.2% | +17.6% |
| 5Y | -6.6% | +59.4% | -66.0% | -35.2% |
| All | -24.1% | +118.3% | -142.5% | -48.5% |
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 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