+60.2%
ROKU vs ENB
+7.5%
+52.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.8% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | +5.9% | -2.2% | +8.1% | +5.7% |
| 3M | +23.9% | -10.5% | +34.4% | +23.3% |
| 6M | +59.6% | -5.1% | +64.6% | +58.6% |
| YTD | +43.4% | +9.0% | +34.5% | +44.9% |
| 1Y | +60.2% | +8.2% | +51.9% | +67.1% |
| All | +60.2% | +7.5% | +52.6% | +67.1% |
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