+82.9%
ROKU vs ENB
+69.7%
+13.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.6% | +1.9% |
| 7D | -2.6% | -4.6% | +1.9% | -1.4% |
| 30D | +2.1% | -5.2% | +7.3% | +3.6% |
| 3M | +31.8% | -13.4% | +45.2% | +37.3% |
| 6M | +53.3% | -7.8% | +61.1% | +55.7% |
| YTD | +42.1% | +4.9% | +37.2% | +36.9% |
| 1Y | +62.3% | +3.2% | +59.1% | +57.3% |
| All | +82.9% | +69.7% | +13.3% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling