-25.8%
DT vs ENB
+69.7%
-95.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.3% |
| 7D | -3.3% | -0.2% | -3.1% | -3.2% |
| 30D | +2.0% | -2.2% | +4.3% | +2.9% |
| 3M | +20.0% | -10.5% | +30.5% | +24.7% |
| 6M | +39.3% | -5.1% | +44.4% | +40.8% |
| YTD | +19.8% | +9.0% | +10.8% | +13.2% |
| 1Y | +4.3% | +8.2% | -3.9% | -1.3% |
| 3Y | +7.7% | +67.8% | -60.1% | -21.5% |
| All | -25.8% | +69.7% | -95.6% | -45.8% |
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 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