+7,199.0%
ENB vs RY
+11,573.6%
-4,374.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | -0.2% | +3.1% | -3.3% | -1.7% |
| 30D | -2.2% | -0.3% | -1.9% | -2.2% |
| 3M | -10.5% | +8.7% | -19.2% | -14.3% |
| 6M | -5.1% | +28.5% | -33.6% | -16.3% |
| YTD | +9.0% | +25.1% | -16.2% | -2.8% |
| 1Y | +8.2% | +46.3% | -38.1% | -10.6% |
| 3Y | +67.8% | +154.9% | -87.2% | +5.0% |
| 5Y | +69.4% | +140.3% | -70.9% | +9.0% |
| 10Y | +117.5% | +377.0% | -259.5% | +4.7% |
| All | +7,199.0% | +11,573.6% | -4,374.6% | +1,446.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling