-100.0%
DFNS vs ENB
+72.2%
-172.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.5% | -6.0% | -4.5% |
| 7D | -6.0% | +3.1% | -9.1% | -0.2% |
| 30D | -71.2% | +2.1% | -73.3% | -70.0% |
| 3M | -94.5% | -4.4% | -90.1% | -95.1% |
| 6M | -96.5% | -10.1% | -86.5% | -97.4% |
| YTD | -99.6% | +5.2% | -104.8% | -99.6% |
| 1Y | -99.7% | +4.2% | -103.9% | -99.7% |
| 3Y | -100.0% | +70.1% | -170.1% | -99.9% |
| All | -100.0% | +72.2% | -172.1% | -99.9% |
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