+100.5%
ENB vs RMD
+269.7%
-169.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -0.3% | -4.7% | +4.4% | +0.6% |
| 30D | -1.1% | +0.2% | -1.3% | -1.2% |
| 3M | -8.5% | +12.0% | -20.5% | -11.0% |
| 6M | -4.5% | -12.5% | +8.0% | -2.4% |
| YTD | +9.1% | -7.9% | +17.0% | +10.1% |
| 1Y | +8.0% | -20.4% | +28.3% | +12.3% |
| 3Y | +77.8% | +53.1% | +24.7% | +54.2% |
| 5Y | +69.4% | -22.1% | +91.5% | +71.6% |
| 10Y | +100.5% | +275.4% | -174.9% | +37.7% |
| All | +100.5% | +269.7% | -169.2% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling