+10,266.7%
RTX vs ENB
+11,799.4%
-1,532.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -5.2% | -0.2% | -4.9% | -5.1% |
| 30D | -9.4% | -2.2% | -7.1% | -8.8% |
| 3M | +12.3% | -10.5% | +22.8% | +15.9% |
| 6M | -3.1% | -5.1% | +1.9% | -1.9% |
| YTD | +10.7% | +9.0% | +1.7% | +7.3% |
| 1Y | +28.4% | +8.2% | +20.2% | +24.7% |
| 3Y | +147.1% | +67.8% | +79.3% | +108.4% |
| 5Y | +167.2% | +69.4% | +97.9% | +124.4% |
| 10Y | +274.7% | +117.5% | +157.2% | +187.6% |
| All | +10,266.7% | +11,799.4% | -1,532.7% | +5,157.0% |
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