+9,685.3%
RTX vs ENB
+11,039.2%
-1,353.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.5% |
| 7D | -5.1% | -5.2% | +0.1% | -3.6% |
| 30D | +5.1% | +2.2% | +3.0% | +4.5% |
| 3M | -14.8% | -8.1% | -6.8% | -12.7% |
| 6M | +8.0% | -11.2% | +19.2% | +11.7% |
| YTD | +4.5% | +2.0% | +2.5% | +3.3% |
| 1Y | +9.8% | +4.1% | +5.8% | +7.9% |
| 3Y | +144.2% | +64.7% | +79.4% | +107.3% |
| 5Y | +131.4% | +46.6% | +84.8% | +102.9% |
| 10Y | +273.3% | +102.7% | +170.6% | +192.9% |
| All | +9,685.3% | +11,039.2% | -1,353.8% | +4,960.8% |
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