+3,457.2%
DLR vs ENB
+1,075.4%
+2,381.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +2.9% |
| 7D | +2.4% | -3.7% | +6.0% | +4.0% |
| 30D | +0.7% | +1.7% | -1.0% | 0.0% |
| 3M | -6.4% | -6.3% | -0.1% | -3.9% |
| 6M | -6.5% | -9.2% | +2.7% | -2.9% |
| YTD | +18.8% | +3.1% | +15.7% | +16.8% |
| 1Y | +9.0% | +3.4% | +5.7% | +7.0% |
| 3Y | +54.5% | +68.9% | -14.4% | +22.5% |
| 5Y | +35.8% | +51.7% | -15.9% | +12.1% |
| 10Y | +177.5% | +98.3% | +79.1% | +92.5% |
| All | +3,457.2% | +1,075.4% | +2,381.9% | +1,007.0% |
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