-38.7%
DOCS vs ENB
+61.5%
-100.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.2% |
| 7D | -0.8% | -5.2% | +4.4% | +1.1% |
| 30D | +17.4% | +2.2% | +15.2% | +16.5% |
| 3M | +57.4% | -8.1% | +65.4% | +61.5% |
| 6M | +26.5% | -11.2% | +37.7% | +30.3% |
| YTD | -26.6% | +2.0% | -28.6% | -29.7% |
| 1Y | -48.1% | +4.1% | -52.1% | -50.9% |
| 3Y | +52.6% | +64.7% | -12.1% | +8.6% |
| 5Y | -52.1% | +46.6% | -98.7% | -62.1% |
| All | -38.7% | +61.5% | -100.1% | -56.9% |
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