+1,103.7%
DIA vs ENB
+3,173.1%
-2,069.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | +0.9% | -2.4% | +3.3% | +1.7% |
| 30D | +1.1% | +2.5% | -1.4% | +0.3% |
| 3M | -2.9% | -5.8% | +2.9% | -1.1% |
| 6M | +5.9% | -8.5% | +14.4% | +8.6% |
| YTD | +9.8% | +3.9% | +5.9% | +7.6% |
| 1Y | +11.7% | +3.7% | +8.0% | +9.5% |
| 3Y | +59.5% | +70.1% | -10.5% | +31.8% |
| 5Y | +57.5% | +53.2% | +4.4% | +34.0% |
| 10Y | +235.9% | +100.2% | +135.7% | +153.9% |
| All | +1,103.7% | +3,173.1% | -2,069.4% | +438.9% |
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