+84.2%
DOCN vs ENB
+82.7%
+1.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.1% | +6.9% | +7.4% |
| 7D | -12.8% | -3.7% | -9.1% | -10.9% |
| 30D | -41.9% | +1.7% | -43.6% | -42.6% |
| 3M | -36.9% | -6.3% | -30.6% | -34.8% |
| 6M | -52.2% | -9.2% | -43.0% | -50.1% |
| YTD | +62.7% | +3.1% | +59.6% | +54.6% |
| 1Y | +58.2% | +3.4% | +54.9% | +49.7% |
| 3Y | +219.5% | +68.9% | +150.5% | +98.7% |
| 5Y | -32.9% | +51.7% | -84.6% | -53.6% |
| All | +84.2% | +82.7% | +1.5% | +18.5% |
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