+61.1%
ENB vs RSG
+89.9%
-28.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.2% |
| 7D | -4.7% | 0.0% | -4.7% | -4.7% |
| 30D | -5.9% | +4.0% | -9.8% | -7.2% |
| 3M | -14.2% | +7.4% | -21.6% | -16.6% |
| 6M | -8.6% | +0.1% | -8.7% | -8.9% |
| YTD | +3.9% | +6.0% | -2.1% | +1.3% |
| 1Y | +1.8% | -3.0% | +4.8% | +2.5% |
| 3Y | +68.5% | +56.5% | +12.0% | +39.7% |
| All | +61.1% | +89.9% | -28.8% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling