+1,129.1%
DIA vs ENB
+3,332.8%
-2,203.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | -0.2% | -0.2% | 0.0% | -0.1% |
| 30D | -1.5% | -2.2% | +0.7% | -0.8% |
| 3M | +3.8% | -10.5% | +14.3% | +7.4% |
| 6M | +10.3% | -5.1% | +15.3% | +11.8% |
| YTD | +12.1% | +9.0% | +3.1% | +8.3% |
| 1Y | +18.6% | +8.2% | +10.4% | +14.8% |
| 3Y | +60.6% | +67.8% | -7.1% | +33.3% |
| 5Y | +64.4% | +69.4% | -5.0% | +35.4% |
| 10Y | +250.1% | +117.5% | +132.6% | +157.8% |
| All | +1,129.1% | +3,332.8% | -2,203.7% | +442.4% |
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