-47.3%
DOCS vs ENB
+9.4%
-56.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.3% | +6.7% | +6.1% |
| 7D | +1.2% | +0.5% | +0.8% | +1.6% |
| 30D | +21.3% | +6.0% | +15.4% | +26.1% |
| 3M | +58.4% | -7.4% | +65.8% | +50.1% |
| 6M | +39.3% | -8.5% | +47.8% | +31.8% |
| YTD | -21.7% | +6.1% | -27.8% | -17.8% |
| 1Y | -47.3% | +9.4% | -56.7% | -42.4% |
| All | -47.3% | +9.4% | -56.7% | -42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling