-35.9%
DOW vs ENB
+71.0%
-107.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | 0.0% |
| 7D | -2.9% | -0.5% | -2.4% | -2.7% |
| 30D | +2.0% | -0.2% | +2.2% | +2.1% |
| 3M | -12.5% | -7.5% | -5.0% | -8.6% |
| 6M | -9.2% | -4.1% | -5.1% | -7.2% |
| YTD | +30.8% | +9.8% | +21.0% | +23.2% |
| 1Y | +29.4% | +8.7% | +20.7% | +22.3% |
| 3Y | -34.6% | +79.0% | -113.6% | -56.2% |
| 5Y | -35.9% | +69.1% | -105.0% | -56.1% |
| All | -35.9% | +71.0% | -107.0% | -56.1% |
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