+14,609.3%
DE vs ENB
+11,799.4%
+2,809.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.2% |
| 7D | +10.0% | -0.2% | +10.2% | +10.1% |
| 30D | +13.3% | -2.2% | +15.6% | +14.2% |
| 3M | +17.5% | -10.5% | +28.0% | +21.9% |
| 6M | +13.6% | -5.1% | +18.6% | +15.3% |
| YTD | +49.8% | +9.0% | +40.8% | +44.8% |
| 1Y | +47.9% | +8.2% | +39.7% | +43.1% |
| 3Y | +72.5% | +67.8% | +4.8% | +42.1% |
| 5Y | +90.2% | +69.4% | +20.9% | +56.4% |
| 10Y | +865.4% | +117.5% | +747.8% | +608.9% |
| All | +14,609.3% | +11,799.4% | +2,809.9% | +6,287.7% |
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