-99.9%
DFNS vs ENB
+69.5%
-169.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | -0.2% |
| 7D | -16.0% | -0.2% | -15.8% | -16.2% |
| 30D | -77.7% | -2.2% | -75.5% | -78.2% |
| 3M | -77.2% | -10.5% | -66.7% | -79.6% |
| 6M | -95.2% | -5.1% | -90.1% | -95.5% |
| YTD | -98.0% | +9.0% | -106.9% | -97.9% |
| 1Y | -98.3% | +8.2% | -106.5% | -98.2% |
| 3Y | -99.9% | +67.8% | -167.6% | -99.8% |
| All | -99.9% | +69.5% | -169.4% | -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 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