+7.2%
DIS vs ENB
+5.2%
+2.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.4% |
| 7D | +5.2% | -5.2% | +10.4% | +5.2% |
| 30D | +11.5% | +2.2% | +9.3% | +11.6% |
| 3M | +11.5% | -8.1% | +19.6% | +11.3% |
| 6M | +8.9% | -11.2% | +20.0% | +8.6% |
| YTD | +3.4% | +2.0% | +1.4% | -0.8% |
| 1Y | +7.2% | +4.1% | +3.1% | +0.6% |
| All | +7.2% | +5.2% | +2.0% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling