+70.1%
ENB vs RSG
+56.5%
+13.6%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.6% |
| 7D | -4.6% | -1.8% | -2.8% | -4.0% |
| 30D | -5.2% | +2.8% | -8.0% | -6.1% |
| 3M | -13.4% | +4.3% | -17.7% | -14.7% |
| 6M | -7.8% | -0.5% | -7.3% | -7.9% |
| YTD | +4.9% | +5.2% | -0.3% | +2.8% |
| 1Y | +3.2% | -2.1% | +5.4% | +3.6% |
| All | +70.1% | +56.5% | +13.6% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 3y: compounded portfolio wealth divided by compounded RSG 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…
3y analysis · Full analysis span regression · 6 months rolling