+6,732.7%
ENB vs RY
+11,121.0%
-4,388.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.6% |
| 3M | -8.1% | -4.3% | -3.8% | -6.3% |
| 6M | -11.2% | +12.1% | -23.3% | -16.3% |
| YTD | +2.0% | +20.3% | -18.3% | -7.4% |
| 1Y | +4.1% | +41.0% | -36.9% | -12.6% |
| 3Y | +64.7% | +157.5% | -92.8% | +2.5% |
| 5Y | +46.6% | +123.2% | -76.6% | -2.4% |
| 10Y | +102.7% | +365.7% | -263.0% | -1.3% |
| All | +6,732.7% | +11,121.0% | -4,388.3% | +1,373.4% |
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