+258.2%
ENB vs URA
-51.6%
+309.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.4% | -6.9% | -3.6% |
| 7D | -5.2% | -4.1% | -1.1% | -4.3% |
| 30D | +2.2% | -19.0% | +21.2% | +7.3% |
| 3M | -8.1% | -25.1% | +17.1% | -2.0% |
| 6M | -11.2% | -44.5% | +33.3% | +1.3% |
| YTD | +2.0% | -24.3% | +26.3% | +4.8% |
| 1Y | +4.1% | -28.1% | +32.2% | +8.0% |
| 3Y | +64.7% | +40.7% | +24.1% | +32.3% |
| 5Y | +46.6% | +35.5% | +11.1% | +14.1% |
| 10Y | +102.7% | +281.2% | -178.5% | +1.8% |
| All | +258.2% | -51.6% | +309.8% | +164.1% |
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