+87.8%
DT vs ENB
+129.1%
-41.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | +3.1% | +3.1% | 0.0% | +1.4% |
| 30D | -29.5% | +2.1% | -31.7% | -30.4% |
| 3M | -11.7% | -4.4% | -7.3% | -9.7% |
| 6M | +29.0% | -10.1% | +39.0% | +35.4% |
| YTD | +3.4% | +5.2% | -1.8% | -1.8% |
| 1Y | -4.2% | +4.2% | -8.5% | -8.7% |
| 3Y | -12.8% | +70.1% | -82.9% | -39.9% |
| 5Y | -39.6% | +59.4% | -99.0% | -56.9% |
| All | +87.8% | +129.1% | -41.2% | -5.6% |
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 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