+16.0%
ROL vs ENB
+58.6%
-42.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.4% |
| 7D | +3.0% | +3.1% | -0.1% | +1.9% |
| 30D | +19.8% | +2.1% | +17.7% | +18.9% |
| 3M | +7.9% | -4.4% | +12.3% | +9.4% |
| 6M | -25.6% | -10.1% | -15.6% | -23.2% |
| YTD | -34.1% | +5.2% | -39.3% | -35.7% |
| 1Y | -31.4% | +4.2% | -35.6% | -32.9% |
| 3Y | +4.7% | +70.1% | -65.4% | -13.9% |
| All | +16.0% | +58.6% | -42.7% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling