+8,278.5%
ENB vs RMD
+36,837.6%
-28,559.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -0.2% | -5.0% | +4.8% | +0.3% |
| 30D | -2.2% | +2.2% | -4.5% | -2.5% |
| 3M | -10.5% | +17.8% | -28.4% | -12.2% |
| 6M | -5.1% | -11.3% | +6.3% | -4.2% |
| YTD | +9.0% | -4.4% | +13.4% | +9.0% |
| 1Y | +8.2% | -15.7% | +23.9% | +9.7% |
| 3Y | +67.8% | +47.7% | +20.0% | +58.7% |
| 5Y | +69.4% | -19.2% | +88.6% | +69.2% |
| 10Y | +117.5% | +280.4% | -162.9% | +87.2% |
| All | +8,278.5% | +36,837.6% | -28,559.2% | +6,229.4% |
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