+2,996.6%
ENB vs RBA
+4,003.4%
-1,006.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.3% |
| 7D | -5.2% | +4.3% | -9.5% | -6.0% |
| 30D | +2.2% | +16.3% | -14.1% | -1.1% |
| 3M | -8.1% | +1.3% | -9.4% | -8.5% |
| 6M | -11.2% | -11.1% | -0.1% | -9.6% |
| YTD | +2.0% | -8.5% | +10.5% | +2.5% |
| 1Y | +4.1% | -2.1% | +6.2% | +3.1% |
| 3Y | +64.7% | +44.6% | +20.2% | +48.1% |
| 5Y | +46.6% | +36.8% | +9.8% | +30.8% |
| 10Y | +102.7% | +227.3% | -124.6% | +45.6% |
| All | +2,996.6% | +4,003.4% | -1,006.9% | +1,609.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling