+22.0%
DIS vs ENB
+106.3%
-84.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.3% |
| 7D | -2.6% | -0.2% | -2.4% | -2.5% |
| 30D | +3.5% | -2.2% | +5.7% | +4.5% |
| 3M | +6.8% | -10.5% | +17.3% | +12.3% |
| 6M | +3.0% | -5.1% | +8.1% | +4.8% |
| YTD | -6.7% | +9.0% | -15.7% | -11.6% |
| 1Y | -10.1% | +8.2% | -18.3% | -14.6% |
| 3Y | +33.0% | +67.8% | -34.7% | -0.4% |
| 5Y | -40.0% | +69.4% | -109.4% | -55.3% |
| All | +22.0% | +106.3% | -84.4% | -24.1% |
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