+3.2%
ENB vs RMD
-20.3%
+23.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.7% | -3.8% |
| 7D | -4.6% | -4.2% | -0.4% | -4.5% |
| 30D | -5.2% | -2.1% | -3.2% | -5.2% |
| 3M | -13.4% | +13.8% | -27.2% | -14.3% |
| 6M | -7.8% | -10.6% | +2.8% | -6.8% |
| YTD | +4.9% | -8.1% | +13.0% | +4.6% |
| 1Y | +3.2% | -18.0% | +21.2% | +6.5% |
| All | +3.2% | -20.3% | +23.5% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling