-22.2%
RKT vs ENB
+126.2%
-148.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.6% |
| 7D | +2.1% | -0.2% | +2.3% | +2.2% |
| 30D | +1.4% | -2.2% | +3.7% | +2.6% |
| 3M | +6.3% | -10.5% | +16.8% | +13.3% |
| 6M | -15.5% | -5.1% | -10.4% | -13.8% |
| YTD | -27.4% | +9.0% | -36.3% | -33.2% |
| 1Y | -26.6% | +8.2% | -34.8% | -32.3% |
| 3Y | +41.2% | +67.8% | -26.5% | -7.2% |
| 5Y | -6.4% | +69.4% | -75.8% | -37.2% |
| All | -22.2% | +126.2% | -148.4% | -48.2% |
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 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