+235.7%
DIA vs ENB
+109.5%
+126.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +2.1% | +3.1% | -1.0% | +0.8% |
| 30D | +1.5% | +2.1% | -0.6% | +0.5% |
| 3M | -2.4% | -4.4% | +2.0% | -0.8% |
| 6M | +6.0% | -10.1% | +16.0% | +10.2% |
| YTD | +10.1% | +5.2% | +4.9% | +6.5% |
| 1Y | +11.8% | +4.2% | +7.6% | +8.5% |
| 3Y | +59.7% | +70.1% | -10.4% | +23.0% |
| 5Y | +57.9% | +59.4% | -1.5% | +24.0% |
| All | +235.7% | +109.5% | +126.2% | +118.6% |
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