+2,662.4%
DELL vs ENB
+109.5%
+2,552.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.5% | -7.7% | -7.4% |
| 7D | +4.9% | +3.1% | +1.7% | +3.4% |
| 30D | -32.1% | +2.1% | -34.2% | -32.8% |
| 3M | -30.2% | -4.4% | -25.8% | -28.8% |
| 6M | +41.7% | -10.1% | +51.8% | +47.6% |
| YTD | +176.6% | +5.2% | +171.4% | +165.9% |
| 1Y | +159.9% | +4.2% | +155.7% | +150.7% |
| 3Y | +388.0% | +70.1% | +317.9% | +257.9% |
| 5Y | +578.2% | +59.4% | +518.8% | +412.2% |
| All | +2,662.4% | +109.5% | +2,552.9% | +1,558.6% |
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