+14,237.2%
ROK vs ENB
+11,386.8%
+2,850.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +7.1% | +3.1% | +4.0% | +5.9% |
| 30D | -5.0% | +2.1% | -7.1% | -5.6% |
| 3M | -9.4% | -4.4% | -5.0% | -8.0% |
| 6M | -11.0% | -10.1% | -0.9% | -7.9% |
| YTD | +4.4% | +5.2% | -0.7% | +1.7% |
| 1Y | +7.4% | +4.2% | +3.2% | +4.9% |
| 3Y | +61.0% | +70.1% | -9.1% | +30.9% |
| 5Y | +30.4% | +59.4% | -29.0% | +8.2% |
| 10Y | +264.8% | +109.5% | +155.3% | +169.1% |
| All | +14,237.2% | +11,386.8% | +2,850.4% | +7,334.4% |
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 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