+14,299.2%
ROK vs ENB
+11,329.0%
+2,970.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +6.1% | 0.0% | +6.1% | +6.1% |
| 30D | -6.5% | +1.4% | -7.9% | -6.9% |
| 3M | -10.2% | -5.2% | -5.0% | -8.5% |
| 6M | -10.6% | -9.9% | -0.7% | -7.6% |
| YTD | +4.9% | +4.7% | +0.2% | +2.4% |
| 1Y | +3.8% | +2.8% | +1.1% | +1.9% |
| 3Y | +63.5% | +71.3% | -7.8% | +32.6% |
| 5Y | +30.9% | +58.6% | -27.7% | +8.9% |
| 10Y | +266.4% | +108.5% | +157.9% | +170.7% |
| All | +14,299.2% | +11,329.0% | +2,970.2% | +7,380.2% |
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