+210.3%
RSP vs ENB
+108.4%
+101.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | +3.5% | +1.4% | +2.1% | +2.8% |
| 3M | +0.2% | -5.2% | +5.4% | +2.4% |
| 6M | +9.1% | -9.9% | +19.1% | +13.8% |
| YTD | +16.6% | +4.7% | +11.9% | +12.8% |
| 1Y | +17.9% | +2.8% | +15.2% | +15.0% |
| 3Y | +64.6% | +71.3% | -6.7% | +24.1% |
| 5Y | +48.4% | +58.6% | -10.2% | +15.5% |
| All | +210.3% | +108.4% | +101.9% | +100.5% |
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