+118.1%
DAL vs ENB
+105.8%
+12.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -3.0% | -3.5% |
| 7D | +4.6% | -2.4% | +6.9% | +6.1% |
| 30D | +2.3% | +3.4% | -1.1% | 0.0% |
| 3M | -8.1% | -6.1% | -2.0% | -4.8% |
| 6M | +21.4% | -10.0% | +31.5% | +28.2% |
| YTD | +24.3% | +4.7% | +19.7% | +17.3% |
| 1Y | +47.4% | +7.5% | +39.9% | +36.2% |
| 3Y | +164.6% | +69.1% | +95.5% | +74.0% |
| 5Y | +100.2% | +50.4% | +49.8% | +41.9% |
| All | +118.1% | +105.8% | +12.3% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 10y: compounded portfolio wealth divided by compounded ENB 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…
10y analysis · Full analysis span regression · 6 months rolling