+273.8%
RTX vs ENB
+99.8%
+174.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.0% |
| 7D | -3.2% | -3.7% | +0.5% | -1.3% |
| 30D | +5.6% | +1.7% | +3.8% | +4.7% |
| 3M | -11.7% | -6.3% | -5.4% | -8.8% |
| 6M | +12.3% | -9.2% | +21.5% | +17.2% |
| YTD | +8.2% | +3.1% | +5.1% | +5.2% |
| 1Y | +12.6% | +3.4% | +9.2% | +9.2% |
| 3Y | +152.8% | +68.9% | +83.9% | +86.1% |
| 5Y | +140.2% | +51.7% | +88.5% | +85.2% |
| 10Y | +273.8% | +98.3% | +175.4% | +129.1% |
| All | +273.8% | +99.8% | +174.0% | +129.1% |
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 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