-12.0%
DT vs ENB
+65.4%
-77.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.5% |
| 7D | -24.7% | -5.2% | -19.5% | -24.6% |
| 30D | -27.4% | +2.2% | -29.5% | -27.3% |
| 3M | -11.1% | -8.1% | -3.1% | -10.9% |
| 6M | +13.7% | -11.2% | +24.9% | +13.8% |
| YTD | +0.2% | +2.0% | -1.8% | -2.0% |
| 1Y | -5.7% | +4.1% | -9.8% | -8.2% |
| All | -12.0% | +65.4% | -77.4% | -24.2% |
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