+851.5%
DE vs ENB
+92.6%
+758.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | +0.1% |
| 7D | -2.6% | -4.7% | +2.1% | -0.4% |
| 30D | +9.0% | -5.9% | +14.9% | +12.2% |
| 3M | +19.1% | -14.2% | +33.4% | +27.9% |
| 6M | +14.4% | -8.6% | +23.0% | +18.8% |
| YTD | +45.9% | +3.9% | +42.1% | +42.2% |
| 1Y | +43.6% | +1.8% | +41.8% | +41.0% |
| 3Y | +75.9% | +68.5% | +7.4% | +32.1% |
| 5Y | +98.8% | +62.4% | +36.3% | +52.1% |
| All | +851.5% | +92.6% | +758.9% | +527.6% |
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 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