+69.7%
ENB vs RY
+140.8%
-71.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | -0.2% | +3.1% | -3.3% | -1.9% |
| 30D | -2.2% | -0.3% | -1.9% | -2.2% |
| 3M | -10.5% | +8.7% | -19.2% | -14.9% |
| 6M | -5.1% | +28.5% | -33.6% | -18.2% |
| YTD | +9.0% | +25.1% | -16.2% | -4.9% |
| 1Y | +8.2% | +46.3% | -38.1% | -14.4% |
| 3Y | +67.8% | +154.9% | -87.2% | -10.3% |
| All | +69.7% | +140.8% | -71.1% | -7.3% |
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 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