+36.6%
DIS vs ENB
+99.8%
-63.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.5% |
| 7D | +5.3% | -3.7% | +9.0% | +7.2% |
| 30D | +10.2% | +1.7% | +8.5% | +9.3% |
| 3M | +13.5% | -6.3% | +19.8% | +16.8% |
| 6M | +11.1% | -9.2% | +20.3% | +15.5% |
| YTD | +5.5% | +3.1% | +2.4% | +2.4% |
| 1Y | +9.1% | +3.4% | +5.8% | +5.7% |
| 3Y | +36.0% | +68.9% | -32.9% | +1.0% |
| 5Y | -29.8% | +51.7% | -81.6% | -45.1% |
| 10Y | +36.6% | +98.3% | -61.7% | -14.0% |
| All | +36.6% | +99.8% | -63.2% | -14.0% |
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