+50.6%
DDOG vs ENB
+71.0%
-20.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.0% | -1.5% |
| 7D | -6.1% | -0.5% | -5.6% | -5.9% |
| 30D | -10.1% | -0.2% | -9.9% | -10.0% |
| 3M | -9.3% | -7.5% | -1.7% | -6.9% |
| 6M | +67.2% | -4.1% | +71.3% | +68.4% |
| YTD | +54.6% | +9.8% | +44.8% | +45.4% |
| 1Y | +54.1% | +8.7% | +45.4% | +45.3% |
| 3Y | +115.3% | +79.0% | +36.3% | +46.9% |
| 5Y | +50.6% | +69.1% | -18.5% | +16.1% |
| All | +50.6% | +71.0% | -20.4% | +16.1% |
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