+47.9%
DE vs ENB
+7.5%
+40.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | 0.0% |
| 7D | +10.0% | -0.2% | +10.2% | +10.1% |
| 30D | +13.3% | -2.2% | +15.6% | +13.7% |
| 3M | +17.5% | -10.5% | +28.0% | +20.3% |
| 6M | +13.6% | -5.1% | +18.6% | +14.1% |
| YTD | +49.8% | +9.0% | +40.8% | +49.6% |
| 1Y | +47.9% | +8.2% | +39.7% | +48.9% |
| All | +47.9% | +7.5% | +40.3% | +48.9% |
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