+61.0%
ROK vs ENB
+72.2%
-11.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +7.1% | +3.1% | +4.0% | +6.2% |
| 30D | -5.0% | +2.1% | -7.1% | -5.4% |
| 3M | -9.4% | -4.4% | -5.0% | -8.4% |
| 6M | -11.0% | -10.1% | -0.9% | -8.9% |
| YTD | +4.4% | +5.2% | -0.7% | +0.8% |
| 1Y | +7.4% | +4.2% | +3.2% | +4.0% |
| 3Y | +61.0% | +70.1% | -9.1% | +24.4% |
| All | +61.0% | +72.2% | -11.2% | +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 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