+208.2%
ROL vs ENB
+98.3%
+109.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -3.3% | -0.3% | -3.0% | -3.2% |
| 30D | -7.2% | -1.1% | -6.2% | -6.9% |
| 3M | -27.0% | -8.5% | -18.5% | -25.1% |
| 6M | -39.5% | -4.5% | -35.0% | -38.7% |
| YTD | -41.8% | +9.1% | -50.9% | -43.6% |
| 1Y | -38.9% | +8.0% | -46.8% | -40.6% |
| 3Y | -0.4% | +77.8% | -78.2% | -17.4% |
| 5Y | -4.2% | +69.4% | -73.6% | -19.9% |
| 10Y | +208.2% | +100.5% | +107.7% | +132.2% |
| All | +208.2% | +98.3% | +109.9% | +132.2% |
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