+9.4%
ENB vs RMBS
-18.2%
+27.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.7% | -0.4% |
| 7D | +0.5% | -8.9% | +9.4% | +0.3% |
| 30D | +6.0% | -24.8% | +30.8% | +5.6% |
| 3M | -7.4% | -17.6% | +10.1% | -7.6% |
| 6M | -8.5% | -25.7% | +17.2% | -8.6% |
| YTD | +6.1% | -9.8% | +15.9% | +5.5% |
| 1Y | +9.4% | -17.4% | +26.8% | +8.7% |
| All | +9.4% | -18.2% | +27.6% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling