-20.1%
RKT vs ENB
+116.3%
-136.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | -3.8% | -1.8% | -2.0% | -2.8% |
| 30D | +32.8% | +2.0% | +30.8% | +30.9% |
| 3M | +0.8% | -5.8% | +6.7% | +4.1% |
| 6M | -2.6% | -9.7% | +7.1% | +2.4% |
| YTD | -25.4% | +4.2% | -29.6% | -29.7% |
| 1Y | -19.1% | +3.2% | -22.3% | -23.3% |
| 3Y | +83.2% | +70.6% | +12.6% | +18.4% |
| 5Y | +0.8% | +55.1% | -54.3% | -29.0% |
| All | -20.1% | +116.3% | -136.4% | -45.5% |
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