+215.6%
RSP vs ENB
+99.8%
+115.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +1.8% |
| 7D | +0.4% | -3.7% | +4.1% | +2.1% |
| 30D | +3.7% | +1.7% | +2.0% | +2.9% |
| 3M | +0.8% | -6.3% | +7.1% | +3.6% |
| 6M | +9.1% | -9.2% | +18.3% | +13.3% |
| YTD | +16.7% | +3.1% | +13.6% | +13.7% |
| 1Y | +19.7% | +3.4% | +16.3% | +16.4% |
| 3Y | +66.7% | +68.9% | -2.2% | +26.6% |
| 5Y | +48.7% | +51.7% | -3.0% | +18.2% |
| 10Y | +215.6% | +98.3% | +117.2% | +107.6% |
| All | +215.6% | +99.8% | +115.8% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 10y: compounded portfolio wealth divided by compounded ENB 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…
10y analysis · Full analysis span regression · 6 months rolling