+126.0%
DUK vs ENB
+92.6%
+33.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | -0.7% | -4.7% | +4.0% | +1.0% |
| 30D | -2.4% | -5.9% | +3.4% | -0.3% |
| 3M | -3.0% | -14.2% | +11.3% | +2.5% |
| 6M | -6.6% | -8.6% | +2.0% | -3.6% |
| YTD | +4.6% | +3.9% | +0.7% | +2.9% |
| 1Y | +1.2% | +1.8% | -0.6% | +0.3% |
| 3Y | +45.7% | +68.5% | -22.8% | +20.4% |
| 5Y | +40.3% | +62.4% | -22.1% | +16.6% |
| All | +126.0% | +92.6% | +33.5% | +67.5% |
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