+49.9%
ENB vs RBA
+37.7%
+12.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.3% |
| 7D | -5.2% | +4.3% | -9.5% | -5.8% |
| 30D | +2.2% | +16.3% | -14.1% | -0.1% |
| 3M | -8.1% | +1.3% | -9.4% | -8.4% |
| 6M | -11.2% | -11.1% | -0.1% | -10.1% |
| YTD | +2.0% | -8.5% | +10.5% | +2.2% |
| 1Y | +4.1% | -2.1% | +6.2% | +3.0% |
| 3Y | +64.7% | +44.6% | +20.2% | +51.1% |
| All | +49.9% | +37.7% | +12.3% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling