+97.7%
DOCN vs ENB
+88.0%
+9.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.3% | -6.8% | -7.0% |
| 7D | -20.0% | +0.5% | -20.5% | -20.3% |
| 30D | -38.8% | +6.0% | -44.7% | -40.9% |
| 3M | -34.8% | -7.4% | -27.4% | -32.1% |
| 6M | -22.8% | -8.5% | -14.3% | -19.6% |
| YTD | +74.6% | +6.1% | +68.5% | +63.1% |
| 1Y | +116.4% | +9.4% | +107.0% | +97.4% |
| 3Y | +239.3% | +71.5% | +167.9% | +109.8% |
| 5Y | -20.2% | +57.5% | -77.7% | -46.2% |
| All | +97.7% | +88.0% | +9.7% | +25.1% |
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