+32.9%
DIS vs ENB
+102.5%
-69.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | +0.6% | -1.8% | +2.4% | +1.5% |
| 30D | +10.3% | +2.0% | +8.2% | +9.1% |
| 3M | +15.6% | -5.8% | +21.4% | +18.6% |
| 6M | +15.1% | -9.7% | +24.8% | +20.1% |
| YTD | +6.0% | +4.2% | +1.8% | +2.3% |
| 1Y | +5.7% | +3.2% | +2.5% | +2.5% |
| 3Y | +39.8% | +70.6% | -30.8% | +3.1% |
| 5Y | -23.9% | +55.1% | -79.0% | -41.2% |
| 10Y | +32.9% | +107.6% | -74.6% | -16.4% |
| All | +32.9% | +102.5% | -69.5% | -16.4% |
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 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