+64.0%
ENB vs RMBS
+258.2%
-194.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.6% | -1.2% | -3.8% |
| 7D | -4.6% | +1.2% | -5.8% | -4.6% |
| 30D | -5.2% | -11.5% | +6.3% | -4.8% |
| 3M | -13.4% | -38.2% | +24.8% | -12.0% |
| 6M | -7.8% | -4.8% | -3.1% | -8.7% |
| YTD | +4.9% | -7.1% | +12.0% | +3.5% |
| 1Y | +3.2% | +10.7% | -7.4% | +0.3% |
| 3Y | +71.0% | +54.5% | +16.5% | +57.4% |
| 5Y | +64.0% | +261.7% | -197.7% | +26.8% |
| All | +64.0% | +258.2% | -194.2% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling