-10.2%
DOW vs ENB
+108.8%
-119.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.7% | +3.5% |
| 7D | -2.4% | -4.6% | +2.2% | +0.8% |
| 30D | -4.1% | -5.2% | +1.1% | -0.5% |
| 3M | -12.4% | -13.4% | +1.0% | -3.2% |
| 6M | -10.6% | -7.8% | -2.8% | -5.8% |
| YTD | +31.1% | +4.9% | +26.2% | +25.4% |
| 1Y | +30.5% | +3.2% | +27.3% | +25.9% |
| 3Y | -34.4% | +71.0% | -105.4% | -57.7% |
| 5Y | -35.5% | +64.0% | -99.5% | -57.6% |
| All | -10.2% | +108.8% | -119.0% | -48.5% |
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