+11.3%
RTX vs ENB
+3.3%
+8.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.4% |
| 7D | -3.2% | -3.7% | +0.5% | -2.8% |
| 30D | +5.6% | +1.7% | +3.8% | +5.5% |
| 3M | -11.7% | -6.3% | -5.4% | -11.5% |
| 6M | +12.3% | -9.2% | +21.5% | +12.2% |
| YTD | +8.2% | +3.1% | +5.1% | +6.3% |
| All | +11.3% | +3.3% | +8.0% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling