+83.3%
RKT vs ENB
+69.4%
+13.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.6% | -5.2% |
| 7D | +4.6% | -2.4% | +7.0% | +5.7% |
| 30D | +25.9% | +2.5% | +23.4% | +24.2% |
| 3M | +5.0% | -5.8% | +10.8% | +7.6% |
| 6M | -7.9% | -8.5% | +0.6% | -5.3% |
| YTD | -25.4% | +3.9% | -29.3% | -30.7% |
| 1Y | -15.4% | +3.7% | -19.1% | -21.3% |
| 3Y | +83.3% | +70.1% | +13.3% | +4.2% |
| All | +83.3% | +69.4% | +13.9% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling