+61.6%
DDOG vs ENB
+7.5%
+54.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -1.2% |
| 7D | -10.1% | -0.2% | -9.9% | -10.2% |
| 30D | -24.8% | -2.2% | -22.6% | -25.6% |
| 3M | -12.6% | -10.5% | -2.1% | -17.5% |
| 6M | +79.9% | -5.1% | +85.0% | +77.2% |
| YTD | +56.6% | +9.0% | +47.6% | +64.6% |
| 1Y | +61.6% | +8.2% | +53.4% | +68.4% |
| All | +61.6% | +7.5% | +54.0% | +68.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling