+1,115.8%
RSP vs ENB
+1,628.2%
-512.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.2% | +0.8% |
| 7D | -1.0% | -5.2% | +4.2% | +1.4% |
| 30D | +2.6% | +2.2% | +0.4% | +1.5% |
| 3M | -0.8% | -8.1% | +7.3% | +2.9% |
| 6M | +6.3% | -11.2% | +17.5% | +11.6% |
| YTD | +14.1% | +2.0% | +12.1% | +11.9% |
| 1Y | +18.0% | +4.1% | +13.9% | +14.5% |
| 3Y | +61.0% | +64.7% | -3.7% | +24.5% |
| 5Y | +45.6% | +46.6% | -1.0% | +18.1% |
| 10Y | +220.2% | +102.7% | +117.5% | +112.2% |
| All | +1,115.8% | +1,628.2% | -512.5% | +271.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling