+61,719.2%
DHR vs ENB
+11,386.8%
+50,332.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | +1.2% | +3.1% | -1.9% | +0.5% |
| 30D | +3.7% | +2.1% | +1.6% | +3.1% |
| 3M | +14.5% | -4.4% | +18.9% | +15.6% |
| 6M | +40.9% | -10.1% | +51.0% | +44.2% |
| YTD | +2.4% | +5.2% | -2.8% | +0.6% |
| 1Y | +6.1% | +4.2% | +1.9% | +4.4% |
| 3Y | +21.0% | +70.1% | -49.1% | +4.9% |
| 5Y | -11.4% | +59.4% | -70.8% | -22.1% |
| 10Y | +241.8% | +109.5% | +132.3% | +172.6% |
| All | +61,719.2% | +11,386.8% | +50,332.4% | +30,549.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling