+6,910.5%
ENB vs RY
+11,266.1%
-4,355.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | 0.0% |
| 7D | -2.4% | -1.1% | -1.3% | -1.9% |
| 30D | +3.4% | +4.4% | -1.1% | +1.2% |
| 3M | -6.1% | -2.9% | -3.2% | -5.0% |
| 6M | -10.0% | +15.6% | -25.6% | -16.5% |
| YTD | +4.7% | +21.8% | -17.2% | -5.6% |
| 1Y | +7.5% | +42.6% | -35.1% | -10.2% |
| 3Y | +69.1% | +160.9% | -91.8% | +4.5% |
| 5Y | +50.4% | +126.1% | -75.7% | -0.4% |
| 10Y | +108.0% | +371.7% | -263.7% | +0.6% |
| All | +6,910.5% | +11,266.1% | -4,355.5% | +1,402.3% |
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 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