+48.4%
RSP vs ENB
+58.6%
-10.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +2.4% | +3.1% | -0.8% | +1.1% |
| 30D | +4.3% | +2.1% | +2.2% | +3.3% |
| 3M | -0.3% | -4.4% | +4.1% | +1.4% |
| 6M | +9.8% | -10.1% | +19.9% | +14.3% |
| YTD | +16.8% | +5.2% | +11.7% | +12.4% |
| 1Y | +19.5% | +4.2% | +15.3% | +15.4% |
| 3Y | +65.1% | +70.1% | -4.9% | +21.0% |
| All | +48.4% | +58.6% | -10.2% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling