+9,763.6%
ROL vs ENB
+11,160.3%
-1,396.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.8% |
| 7D | +7.5% | -3.7% | +11.2% | +8.5% |
| 30D | +21.1% | +1.7% | +19.4% | +20.6% |
| 3M | +3.1% | -6.3% | +9.4% | +4.7% |
| 6M | -27.4% | -9.2% | -18.2% | -25.8% |
| YTD | -34.7% | +3.1% | -37.8% | -35.4% |
| 1Y | -32.9% | +3.4% | -36.3% | -33.7% |
| 3Y | +6.1% | +68.9% | -62.8% | -7.2% |
| 5Y | +16.3% | +51.7% | -35.4% | +3.8% |
| 10Y | +214.9% | +98.3% | +116.5% | +154.6% |
| All | +9,763.6% | +11,160.3% | -1,396.8% | +5,532.6% |
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