+111.4%
DAL vs ENB
+56.4%
+55.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -1.1% | +1.7% | -2.8% | -1.8% |
| 30D | +12.8% | +0.7% | +12.2% | +12.4% |
| 3M | -5.3% | -5.8% | +0.5% | -3.1% |
| 6M | +22.4% | -11.3% | +33.7% | +27.8% |
| YTD | +25.6% | +3.7% | +21.9% | +19.7% |
| 1Y | +45.5% | +2.8% | +42.7% | +39.2% |
| 3Y | +161.0% | +67.7% | +93.3% | +77.9% |
| All | +111.4% | +56.4% | +55.0% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling