+53.0%
RSP vs ENB
+69.5%
-16.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | -0.8% | -0.2% | -0.5% | -0.7% |
| 30D | -0.3% | -2.2% | +1.9% | +0.6% |
| 3M | +4.3% | -10.5% | +14.8% | +9.1% |
| 6M | +8.8% | -5.1% | +13.9% | +10.6% |
| YTD | +15.3% | +9.0% | +6.3% | +9.4% |
| 1Y | +18.3% | +8.2% | +10.1% | +12.5% |
| 3Y | +52.8% | +67.8% | -15.0% | +13.8% |
| All | +53.0% | +69.5% | -16.5% | +13.0% |
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