+1,127.7%
RSP vs ENB
+1,746.2%
-618.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.4% |
| 6M | +8.8% | -5.1% | +13.9% | +10.9% |
| YTD | +15.3% | +9.0% | +6.3% | +9.7% |
| 1Y | +18.3% | +8.2% | +10.1% | +12.8% |
| 3Y | +52.8% | +67.8% | -15.0% | +17.1% |
| 5Y | +51.7% | +69.4% | -17.7% | +15.1% |
| 10Y | +208.5% | +117.5% | +90.9% | +97.6% |
| All | +1,127.7% | +1,746.2% | -618.4% | +264.5% |
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 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