+1.8%
ENB vs RY
+40.4%
-38.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -2.4% |
| 7D | -5.2% | -0.9% | -4.3% | -5.0% |
| 30D | +2.2% | +5.9% | -3.7% | +1.6% |
| 3M | -8.1% | -4.3% | -3.8% | -7.7% |
| 6M | -11.2% | +12.1% | -23.3% | -12.3% |
| YTD | +2.0% | +20.3% | -18.3% | +0.4% |
| All | +1.8% | +40.4% | -38.6% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling