+68.8%
ENB vs RY
+154.9%
-86.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -0.2% | +3.1% | -3.3% | -1.4% |
| 30D | -2.2% | -0.3% | -1.9% | -2.2% |
| 3M | -10.5% | +8.7% | -19.2% | -13.7% |
| 6M | -5.1% | +28.5% | -33.6% | -14.9% |
| YTD | +9.0% | +25.1% | -16.2% | -1.3% |
| 1Y | +8.2% | +46.3% | -38.1% | -9.2% |
| All | +68.8% | +154.9% | -86.1% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling