+550.6%
ROKU vs ENB
+106.7%
+444.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | -3.0% | -0.3% | -2.7% | -2.9% |
| 30D | +0.7% | -1.1% | +1.8% | +1.1% |
| 3M | +26.5% | -8.5% | +34.9% | +31.3% |
| 6M | +52.6% | -4.5% | +57.2% | +54.9% |
| YTD | +40.9% | +9.1% | +31.8% | +33.7% |
| 1Y | +57.6% | +8.0% | +49.7% | +50.1% |
| 3Y | +83.2% | +77.8% | +5.4% | +33.3% |
| 5Y | -54.8% | +69.4% | -124.2% | -65.9% |
| All | +550.6% | +106.7% | +444.0% | +325.4% |
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