+9,732.8%
ROL vs ENB
+11,245.8%
-1,513.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +3.4% | -2.4% | +5.8% | +4.0% |
| 30D | +20.8% | +2.5% | +18.3% | +20.0% |
| 3M | +3.7% | -5.8% | +9.5% | +5.2% |
| 6M | -27.7% | -8.5% | -19.2% | -26.2% |
| YTD | -34.9% | +3.9% | -38.8% | -35.8% |
| 1Y | -33.3% | +3.7% | -37.0% | -34.1% |
| 3Y | +4.3% | +70.1% | -65.7% | -9.0% |
| 5Y | +15.0% | +53.2% | -38.2% | +2.3% |
| 10Y | +214.7% | +100.2% | +114.5% | +153.9% |
| All | +9,732.8% | +11,245.8% | -1,513.0% | +5,504.6% |
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 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