-35.7%
DOW vs ENB
+68.0%
-103.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.7% |
| 7D | -1.4% | -4.7% | +3.3% | +0.4% |
| 30D | -3.9% | -5.9% | +1.9% | -1.7% |
| 3M | -12.7% | -14.2% | +1.6% | -7.3% |
| 6M | -13.7% | -8.6% | -5.1% | -10.6% |
| YTD | +28.4% | +3.9% | +24.5% | +26.4% |
| 1Y | +21.8% | +1.8% | +20.0% | +20.8% |
| 3Y | -35.7% | +68.5% | -104.2% | -49.6% |
| All | -35.7% | +68.0% | -103.8% | -49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling