-51.1%
DOCS vs ENB
+53.6%
-104.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -3.9% |
| 7D | -1.3% | -2.4% | +1.0% | -0.6% |
| 30D | +19.4% | +3.4% | +16.0% | +18.1% |
| 3M | +53.4% | -6.1% | +59.5% | +56.2% |
| 6M | +28.8% | -10.0% | +38.8% | +32.0% |
| YTD | -25.1% | +4.7% | -29.7% | -28.8% |
| 1Y | -48.1% | +7.5% | -55.7% | -51.6% |
| 3Y | +51.4% | +69.1% | -17.8% | +7.5% |
| 5Y | -51.1% | +50.4% | -101.5% | -66.0% |
| All | -51.1% | +53.6% | -104.7% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling