+678.3%
DELL vs ENB
+76.5%
+601.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.3% |
| 7D | +8.7% | -0.3% | +9.1% | +8.8% |
| 30D | +16.9% | -1.1% | +18.0% | +17.0% |
| 3M | +40.4% | -8.5% | +48.9% | +41.5% |
| 6M | +267.1% | -4.5% | +271.6% | +266.0% |
| YTD | +329.1% | +9.1% | +320.0% | +316.3% |
| 1Y | +346.9% | +8.0% | +339.0% | +333.7% |
| All | +678.3% | +76.5% | +601.9% | +572.0% |
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