-99.9%
DFNS vs ENB
+141.5%
-241.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.2% |
| 7D | +0.8% | -0.5% | +1.3% | +0.4% |
| 30D | -73.2% | -0.2% | -73.0% | -73.3% |
| 3M | -72.4% | -7.5% | -64.9% | -74.3% |
| 6M | -95.2% | -4.1% | -91.1% | -95.5% |
| YTD | -98.0% | +9.8% | -107.8% | -98.0% |
| 1Y | -98.3% | +8.7% | -106.9% | -98.2% |
| 3Y | -99.9% | +79.0% | -178.9% | -99.9% |
| 5Y | -99.9% | +69.1% | -168.9% | -99.8% |
| All | -99.9% | +141.5% | -241.3% | -99.8% |
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