-100.0%
DFNS vs ENB
+63.8%
-163.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.5% | -9.7% | -17.1% |
| 7D | -44.0% | -5.2% | -38.8% | -50.4% |
| 30D | -69.1% | +2.2% | -71.3% | -67.7% |
| 3M | -95.6% | -8.1% | -87.6% | -96.4% |
| 6M | -96.2% | -11.2% | -85.0% | -97.2% |
| YTD | -99.6% | +2.0% | -101.6% | -99.6% |
| 1Y | -99.7% | +4.1% | -103.8% | -99.8% |
| 3Y | -100.0% | +64.7% | -164.7% | -100.0% |
| All | -100.0% | +63.8% | -163.7% | -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 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