+49.9%
ENB vs RY
+122.0%
-72.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -1.9% |
| 7D | -5.2% | -0.9% | -4.3% | -4.8% |
| 30D | +2.2% | +5.9% | -3.7% | -1.0% |
| 3M | -8.1% | -4.3% | -3.8% | -6.1% |
| 6M | -11.2% | +12.1% | -23.3% | -17.3% |
| YTD | +2.0% | +20.3% | -18.3% | -9.2% |
| 1Y | +4.1% | +41.0% | -36.9% | -16.1% |
| 3Y | +64.7% | +157.5% | -92.8% | -13.5% |
| All | +49.9% | +122.0% | -72.1% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling