+25.0%
ROK vs ENB
+9.4%
+15.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.6% |
| 7D | 0.0% | +0.5% | -0.5% | 0.0% |
| 30D | -2.5% | +6.0% | -8.4% | -2.0% |
| 3M | 0.0% | -7.4% | +7.4% | -0.5% |
| 6M | +11.6% | -8.5% | +20.0% | +11.0% |
| YTD | +15.2% | +6.1% | +9.1% | +15.2% |
| 1Y | +25.0% | +9.4% | +15.6% | +24.4% |
| All | +25.0% | +9.4% | +15.6% | +24.4% |
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