+282.7%
ENB vs URA
-31.1%
+313.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.6% | -1.0% |
| 7D | -0.2% | +1.1% | -1.3% | -0.5% |
| 30D | -2.2% | +7.4% | -9.6% | -4.3% |
| 3M | -10.5% | -8.4% | -2.1% | -9.4% |
| 6M | -5.1% | -12.7% | +7.6% | -3.8% |
| YTD | +9.0% | +7.8% | +1.2% | +3.0% |
| 1Y | +8.2% | +19.5% | -11.2% | -2.4% |
| 3Y | +67.8% | +116.4% | -48.7% | +20.6% |
| 5Y | +69.4% | +134.3% | -64.9% | +11.9% |
| 10Y | +117.5% | +359.3% | -241.7% | +5.6% |
| All | +282.7% | -31.1% | +313.8% | +159.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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