+103.9%
ENB vs RY
+371.9%
-267.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.3% |
| 7D | -0.2% | +3.1% | -3.3% | -2.6% |
| 30D | -2.2% | -0.3% | -1.9% | -2.2% |
| 3M | -10.5% | +8.7% | -19.2% | -16.6% |
| 6M | -5.1% | +28.5% | -33.6% | -22.7% |
| YTD | +9.0% | +25.1% | -16.2% | -9.7% |
| 1Y | +8.2% | +46.3% | -38.1% | -21.1% |
| 3Y | +67.8% | +154.9% | -87.2% | -25.0% |
| 5Y | +69.4% | +140.3% | -70.9% | -21.6% |
| All | +103.9% | +371.9% | -267.9% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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