-23.6%
DIS vs ENB
+55.5%
-79.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | +0.9% | 0.0% | +0.9% | +0.8% |
| 30D | +8.9% | +1.4% | +7.5% | +8.2% |
| 3M | +14.5% | -5.2% | +19.7% | +16.9% |
| 6M | +12.2% | -9.9% | +22.2% | +16.8% |
| YTD | +4.7% | +4.7% | +0.1% | +0.3% |
| 1Y | +2.8% | +2.8% | +0.1% | -0.5% |
| 3Y | +38.1% | +71.3% | -33.2% | -2.3% |
| 5Y | -23.6% | +58.6% | -82.2% | -42.7% |
| All | -23.6% | +55.5% | -79.1% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling