-31.9%
DIS vs ENB
+46.5%
-78.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.7% |
| 7D | +5.2% | -5.2% | +10.4% | +7.7% |
| 30D | +11.5% | +2.2% | +9.3% | +10.3% |
| 3M | +11.5% | -8.1% | +19.6% | +15.4% |
| 6M | +8.9% | -11.2% | +20.0% | +13.9% |
| YTD | +3.4% | +2.0% | +1.4% | +0.1% |
| 1Y | +7.2% | +4.1% | +3.1% | +2.7% |
| 3Y | +43.3% | +64.7% | -21.4% | +3.0% |
| All | -31.9% | +46.5% | -78.4% | -47.6% |
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 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