+47.0%
ROK vs ENB
+68.4%
-21.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.4% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | -1.8% | -1.1% | -0.7% | -1.4% |
| 3M | -7.2% | -8.5% | +1.3% | -3.9% |
| 6M | +14.2% | -4.5% | +18.7% | +15.6% |
| YTD | +10.6% | +9.1% | +1.5% | +4.5% |
| 1Y | +25.9% | +8.0% | +17.9% | +19.4% |
| 3Y | +50.8% | +77.8% | -27.1% | +7.3% |
| 5Y | +47.0% | +69.4% | -22.3% | +9.6% |
| All | +47.0% | +68.4% | -21.4% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling