-50.3%
DOCS vs ENB
+72.5%
-122.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.5% |
| 7D | -1.4% | -0.2% | -1.2% | -1.3% |
| 30D | +21.8% | -2.2% | +24.1% | +22.7% |
| 3M | +27.3% | -10.5% | +37.8% | +32.2% |
| 6M | -0.3% | -5.1% | +4.7% | +0.3% |
| YTD | -40.5% | +9.0% | -49.4% | -44.2% |
| 1Y | -61.5% | +8.2% | -69.8% | -63.9% |
| 3Y | +8.2% | +67.8% | -59.6% | -22.6% |
| 5Y | -73.4% | +69.4% | -142.8% | -80.8% |
| All | -50.3% | +72.5% | -122.8% | -65.8% |
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