-100.0%
DFNS vs ENB
+130.1%
-230.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +0.4% | -19.8% | -19.1% |
| 7D | -12.7% | 0.0% | -12.7% | -12.9% |
| 30D | -65.2% | +1.4% | -66.6% | -64.8% |
| 3M | -94.6% | -5.2% | -89.4% | -94.8% |
| 6M | -96.2% | -9.9% | -86.3% | -96.6% |
| YTD | -99.6% | +4.7% | -104.3% | -99.6% |
| 1Y | -99.7% | +2.8% | -102.5% | -99.7% |
| 3Y | -100.0% | +71.3% | -171.3% | -100.0% |
| 5Y | -100.0% | +58.6% | -158.6% | -100.0% |
| All | -100.0% | +130.1% | -230.1% | -100.0% |
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 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