+1,107.4%
DIA vs ENB
+3,148.4%
-2,041.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.8% |
| 7D | +0.8% | -3.7% | +4.4% | +2.0% |
| 30D | +1.4% | +1.7% | -0.3% | +0.8% |
| 3M | -2.7% | -6.3% | +3.6% | -0.8% |
| 6M | +6.2% | -9.2% | +15.4% | +9.2% |
| YTD | +10.1% | +3.1% | +7.0% | +8.2% |
| 1Y | +13.0% | +3.4% | +9.6% | +10.9% |
| 3Y | +61.9% | +68.9% | -7.1% | +34.1% |
| 5Y | +57.1% | +51.7% | +5.4% | +34.1% |
| 10Y | +240.9% | +98.3% | +142.5% | +158.4% |
| All | +1,107.4% | +3,148.4% | -2,041.0% | +441.9% |
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