-10.8%
DOW vs ENB
+116.9%
-127.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.2% | -2.4% |
| 7D | -2.4% | -0.2% | -2.2% | -2.2% |
| 30D | +0.4% | -2.2% | +2.6% | +2.0% |
| 3M | -14.4% | -10.5% | -3.9% | -7.4% |
| 6M | -7.0% | -5.1% | -1.9% | -3.9% |
| YTD | +30.2% | +9.0% | +21.2% | +21.4% |
| 1Y | +29.2% | +8.2% | +21.0% | +20.7% |
| 3Y | -36.7% | +67.8% | -104.5% | -58.5% |
| 5Y | -37.7% | +69.4% | -107.1% | -59.9% |
| All | -10.8% | +116.9% | -127.7% | -50.1% |
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 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