+35.3%
DLR vs ENB
+71.0%
-35.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.2% |
| 7D | +3.4% | -0.5% | +3.9% | +3.6% |
| 30D | -2.2% | -0.2% | -2.0% | -2.2% |
| 3M | +4.7% | -7.5% | +12.2% | +8.5% |
| 6M | +9.0% | -4.1% | +13.1% | +10.9% |
| YTD | +24.1% | +9.8% | +14.3% | +18.0% |
| 1Y | +20.9% | +8.7% | +12.2% | +15.4% |
| 3Y | +60.0% | +79.0% | -19.0% | +16.7% |
| 5Y | +35.3% | +69.1% | -33.8% | +5.4% |
| All | +35.3% | +71.0% | -35.7% | +5.4% |
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 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