+467.1%
DDOG vs ENB
+119.5%
+347.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | -10.1% | -0.2% | -9.9% | -10.1% |
| 30D | -24.8% | -2.2% | -22.6% | -24.1% |
| 3M | -12.6% | -10.5% | -2.1% | -9.0% |
| 6M | +79.9% | -5.1% | +85.0% | +82.3% |
| YTD | +56.6% | +9.0% | +47.6% | +48.8% |
| 1Y | +61.6% | +8.2% | +53.4% | +53.8% |
| 3Y | +117.9% | +67.8% | +50.1% | +66.5% |
| 5Y | +54.2% | +69.4% | -15.1% | +19.2% |
| All | +467.1% | +119.5% | +347.6% | +307.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling