+235.9%
DIA vs ENB
+99.3%
+136.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | +0.9% | -2.4% | +3.3% | +1.9% |
| 30D | +1.1% | +2.5% | -1.4% | 0.0% |
| 3M | -2.9% | -5.8% | +2.9% | -0.6% |
| 6M | +5.9% | -8.5% | +14.4% | +9.3% |
| YTD | +9.8% | +3.9% | +5.9% | +6.8% |
| 1Y | +11.7% | +3.7% | +8.0% | +8.7% |
| 3Y | +59.5% | +70.1% | -10.5% | +22.9% |
| 5Y | +57.5% | +53.2% | +4.4% | +26.0% |
| 10Y | +235.9% | +100.2% | +135.7% | +120.6% |
| All | +235.9% | +99.3% | +136.7% | +120.6% |
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