+96.5%
ENB vs RBA
+182.6%
-86.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.2% |
| 7D | -0.5% | -1.1% | +0.6% | -0.2% |
| 30D | -0.2% | -13.2% | +13.0% | +3.1% |
| 3M | -7.5% | -21.4% | +13.8% | -2.7% |
| 6M | -4.1% | -20.9% | +16.7% | +0.5% |
| YTD | +9.8% | -19.9% | +29.7% | +14.1% |
| 1Y | +8.7% | -28.7% | +37.4% | +16.2% |
| 3Y | +79.0% | +27.4% | +51.6% | +60.9% |
| 5Y | +69.1% | +41.7% | +27.4% | +43.2% |
| 10Y | +96.5% | +189.6% | -93.1% | +16.9% |
| All | +96.5% | +182.6% | -86.1% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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