+28.6%
ROK vs ENB
+7.5%
+21.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.2% |
| 7D | +0.7% | -0.2% | +0.9% | +0.7% |
| 30D | -3.3% | -2.2% | -1.1% | -3.4% |
| 3M | -5.9% | -10.5% | +4.6% | -6.0% |
| 6M | +13.9% | -5.1% | +18.9% | +13.4% |
| YTD | +12.6% | +9.0% | +3.6% | +11.6% |
| 1Y | +28.6% | +8.2% | +20.4% | +28.4% |
| All | +28.6% | +7.5% | +21.1% | +28.4% |
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