-0.1%
DT vs ENB
+8.3%
-8.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.4% |
| 7D | -0.5% | -0.3% | -0.2% | -0.6% |
| 30D | +0.1% | -1.1% | +1.1% | -0.3% |
| 3M | +24.1% | -8.5% | +32.6% | +20.6% |
| 6M | +30.1% | -4.5% | +34.7% | +28.5% |
| YTD | +16.8% | +9.1% | +7.7% | +21.9% |
| 1Y | -0.1% | +8.0% | -8.1% | +3.8% |
| All | -0.1% | +8.3% | -8.4% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling