+111.9%
DOCN vs ENB
+85.4%
+26.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +2.9% | +3.1% |
| 7D | +27.4% | 0.0% | +27.4% | +27.4% |
| 30D | -29.7% | +1.4% | -31.1% | -30.4% |
| 3M | -32.5% | -5.2% | -27.3% | -30.6% |
| 6M | -42.2% | -9.9% | -32.2% | -39.1% |
| YTD | +87.2% | +4.7% | +82.5% | +76.4% |
| 1Y | +86.2% | +2.8% | +83.5% | +77.5% |
| 3Y | +257.4% | +71.3% | +186.1% | +120.7% |
| 5Y | -27.4% | +58.6% | -86.0% | -50.5% |
| All | +111.9% | +85.4% | +26.5% | +35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling