+4,862.5%
ENB vs RMBS
+1,339.3%
+3,523.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | -0.2% | -0.3% | +0.1% | -0.2% |
| 30D | -2.2% | -12.2% | +9.9% | -1.8% |
| 3M | -10.5% | -49.5% | +39.0% | -8.2% |
| 6M | -5.1% | -7.1% | +2.1% | -5.6% |
| YTD | +9.0% | -7.0% | +16.0% | +8.1% |
| 1Y | +8.2% | +13.3% | -5.1% | +6.0% |
| 3Y | +67.8% | +49.2% | +18.5% | +59.9% |
| 5Y | +69.4% | +250.0% | -180.6% | +54.5% |
| 10Y | +117.5% | +495.1% | -377.6% | +92.6% |
| All | +4,862.5% | +1,339.3% | +3,523.2% | +4,203.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling