+107.6%
ENB vs RY
+355.6%
-248.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | -0.1% |
| 7D | -1.8% | -3.0% | +1.2% | +0.5% |
| 30D | +2.0% | +6.3% | -4.2% | -2.7% |
| 3M | -5.8% | -2.6% | -3.2% | -4.3% |
| 6M | -9.7% | +13.9% | -23.6% | -19.1% |
| YTD | +4.2% | +21.7% | -17.5% | -11.9% |
| 1Y | +3.2% | +40.4% | -37.2% | -22.4% |
| 3Y | +70.6% | +161.3% | -90.7% | -25.7% |
| 5Y | +55.1% | +126.5% | -71.3% | -24.5% |
| 10Y | +107.6% | +354.3% | -246.8% | -41.3% |
| All | +107.6% | +355.6% | -248.0% | -41.3% |
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