+215.7%
RSP vs ENB
+102.5%
+113.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -0.3% | -1.8% | +1.5% | +0.5% |
| 30D | +4.4% | +2.0% | +2.4% | +3.4% |
| 3M | +1.3% | -5.8% | +7.1% | +3.8% |
| 6M | +10.0% | -9.7% | +19.7% | +14.6% |
| YTD | +17.6% | +4.2% | +13.4% | +14.0% |
| 1Y | +19.2% | +3.2% | +16.0% | +16.0% |
| 3Y | +66.0% | +70.6% | -4.5% | +25.5% |
| 5Y | +50.4% | +55.1% | -4.7% | +18.3% |
| 10Y | +215.7% | +107.6% | +108.1% | +105.7% |
| All | +215.7% | +102.5% | +113.2% | +105.7% |
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