+1,106.2%
DELL vs ENB
+68.4%
+1,037.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.5% |
| 7D | +8.7% | -0.3% | +9.1% | +8.9% |
| 30D | +16.9% | -1.1% | +18.0% | +17.3% |
| 3M | +40.4% | -8.5% | +48.9% | +44.7% |
| 6M | +267.1% | -4.5% | +271.6% | +269.5% |
| YTD | +329.1% | +9.1% | +320.0% | +306.5% |
| 1Y | +346.9% | +8.0% | +339.0% | +324.3% |
| 3Y | +696.6% | +77.8% | +618.8% | +467.1% |
| 5Y | +1,106.2% | +69.4% | +1,036.8% | +816.4% |
| All | +1,106.2% | +68.4% | +1,037.7% | +816.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling