+7,988.0%
ENB vs RMD
+38,753.6%
-30,765.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +3.1% | +2.1% | +1.0% | +2.9% |
| 30D | +2.1% | +2.1% | 0.0% | +1.8% |
| 3M | -4.4% | +6.2% | -10.7% | -5.2% |
| 6M | -10.1% | +19.4% | -29.4% | -12.0% |
| YTD | +5.2% | +0.5% | +4.6% | +4.6% |
| 1Y | +4.2% | -3.9% | +8.2% | +4.1% |
| 3Y | +70.1% | +72.5% | -2.5% | +58.3% |
| 5Y | +59.4% | -1.5% | +60.9% | +55.9% |
| 10Y | +109.5% | +345.8% | -236.3% | +77.7% |
| All | +7,988.0% | +38,753.6% | -30,765.6% | +5,971.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling