+499.9%
DDOG vs ENB
+119.8%
+380.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.7% | +7.8% | +7.4% |
| 7D | +7.7% | -0.3% | +8.0% | +7.8% |
| 30D | -13.6% | -1.1% | -12.5% | -13.3% |
| 3M | -0.9% | -8.5% | +7.6% | +2.2% |
| 6M | +75.2% | -4.5% | +79.8% | +77.1% |
| YTD | +65.7% | +9.1% | +56.6% | +57.3% |
| 1Y | +60.4% | +8.0% | +52.4% | +52.7% |
| 3Y | +130.7% | +77.8% | +52.8% | +71.4% |
| 5Y | +59.9% | +69.4% | -9.5% | +23.5% |
| All | +499.9% | +119.8% | +380.2% | +331.0% |
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 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