+559.3%
ROKU vs ENB
+96.8%
+462.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | -0.4% | -4.7% | +4.2% | +1.7% |
| 30D | +2.1% | -5.9% | +7.9% | +4.8% |
| 3M | +29.5% | -14.2% | +43.7% | +38.5% |
| 6M | +53.8% | -8.6% | +62.4% | +59.0% |
| YTD | +42.8% | +3.9% | +38.9% | +38.5% |
| 1Y | +60.7% | +1.8% | +58.9% | +57.1% |
| 3Y | +83.9% | +68.5% | +15.4% | +37.1% |
| 5Y | -52.8% | +62.4% | -115.2% | -63.7% |
| All | +559.3% | +96.8% | +462.5% | +340.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling