-48.1%
DOCS vs ENB
+8.2%
-56.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -5.2% |
| 7D | -1.3% | -2.4% | +1.0% | -2.9% |
| 30D | +19.4% | +3.4% | +16.0% | +22.0% |
| 3M | +53.4% | -6.1% | +59.5% | +46.7% |
| 6M | +28.8% | -10.0% | +38.8% | +20.6% |
| YTD | -25.1% | +4.7% | -29.7% | -22.1% |
| 1Y | -48.1% | +7.5% | -55.7% | -44.2% |
| All | -48.1% | +8.2% | -56.3% | -44.2% |
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 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