+66.4%
DOCN vs ENB
+85.4%
-19.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.4% | -14.5% | -15.1% |
| 7D | -29.3% | -2.4% | -26.9% | -28.3% |
| 30D | -46.0% | +3.4% | -49.4% | -47.1% |
| 3M | -43.2% | -6.1% | -37.1% | -41.3% |
| 6M | -53.7% | -10.0% | -43.7% | -51.3% |
| YTD | +46.9% | +4.7% | +42.3% | +38.5% |
| 1Y | +54.3% | +7.5% | +46.8% | +42.4% |
| 3Y | +185.5% | +69.1% | +116.4% | +78.1% |
| 5Y | -31.1% | +50.4% | -81.5% | -52.5% |
| All | +66.4% | +85.4% | -19.1% | +6.2% |
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