-34.4%
RKT vs ENB
+8.3%
-42.7%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.8% |
| 7D | -1.0% | -0.3% | -0.6% | -1.0% |
| 30D | -2.4% | -1.1% | -1.3% | -2.5% |
| 3M | +1.9% | -8.5% | +10.4% | +2.1% |
| 6M | -13.9% | -4.5% | -9.3% | -14.5% |
| YTD | -30.6% | +9.1% | -39.7% | -33.8% |
| 1Y | -34.4% | +8.0% | -42.3% | -37.9% |
| All | -34.4% | +8.3% | -42.7% | -37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling