+3,165.3%
ENB vs RSG
+2,005.0%
+1,160.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -0.5% | -0.7% | +0.3% | -0.3% |
| 30D | -0.2% | +3.3% | -3.5% | -0.9% |
| 3M | -7.5% | +8.5% | -16.0% | -9.3% |
| 6M | -4.1% | -3.5% | -0.6% | -3.5% |
| YTD | +9.8% | +5.5% | +4.3% | +8.3% |
| 1Y | +8.7% | -1.7% | +10.4% | +8.8% |
| 3Y | +79.0% | +56.9% | +22.1% | +61.3% |
| 5Y | +69.1% | +89.4% | -20.3% | +45.9% |
| 10Y | +96.5% | +412.5% | -316.0% | +42.0% |
| All | +3,165.3% | +2,005.0% | +1,160.3% | +2,052.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling