+275.2%
RTX vs ENB
+103.5%
+171.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.4% |
| 7D | -3.1% | -0.5% | -2.6% | -2.9% |
| 30D | -10.6% | -0.2% | -10.4% | -10.5% |
| 3M | +11.6% | -7.5% | +19.2% | +15.7% |
| 6M | -4.5% | -4.1% | -0.4% | -3.1% |
| YTD | +9.6% | +9.8% | -0.2% | +3.3% |
| 1Y | +30.8% | +8.7% | +22.1% | +23.9% |
| 3Y | +152.8% | +79.0% | +73.8% | +80.9% |
| 5Y | +167.1% | +69.1% | +98.0% | +95.1% |
| 10Y | +275.2% | +96.5% | +178.7% | +130.7% |
| All | +275.2% | +103.5% | +171.7% | +130.7% |
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