+76.3%
DE vs ENB
+76.5%
-0.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.3% |
| 7D | -3.0% | -0.3% | -2.7% | -2.9% |
| 30D | +11.1% | -1.1% | +12.2% | +11.5% |
| 3M | +17.6% | -8.5% | +26.1% | +20.8% |
| 6M | +13.6% | -4.5% | +18.1% | +14.8% |
| YTD | +46.3% | +9.1% | +37.2% | +41.2% |
| 1Y | +44.2% | +8.0% | +36.2% | +39.5% |
| All | +76.3% | +76.5% | -0.2% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling