+1,635.0%
DIS vs ENB
+11,329.0%
-9,694.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.0% |
| 7D | +5.7% | -2.4% | +8.0% | +6.5% |
| 30D | +12.7% | +3.4% | +9.3% | +11.5% |
| 3M | +15.2% | -6.1% | +21.3% | +17.3% |
| 6M | +17.6% | -10.0% | +27.6% | +21.0% |
| YTD | +3.8% | +4.7% | -0.8% | +1.6% |
| 1Y | +6.8% | +7.5% | -0.7% | +3.6% |
| 3Y | +42.1% | +69.1% | -27.0% | +19.0% |
| 5Y | -31.2% | +50.4% | -81.6% | -40.2% |
| 10Y | +37.6% | +108.0% | -70.3% | +6.2% |
| All | +1,635.0% | +11,329.0% | -9,694.0% | +778.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling