+4.6%
ROL vs ENB
+79.0%
-74.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | -4.1% | -2.2% | -1.9% | -3.5% |
| 3M | -22.5% | -10.5% | -12.0% | -20.1% |
| 6M | -37.7% | -5.1% | -32.6% | -36.8% |
| YTD | -39.6% | +9.0% | -48.5% | -41.5% |
| 1Y | -36.0% | +8.2% | -44.2% | -37.9% |
| All | +4.6% | +79.0% | -74.4% | -10.6% |
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