+2,563.5%
DUK vs ENB
+11,892.0%
-9,328.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.7% |
| 7D | +0.7% | -0.5% | +1.2% | +0.8% |
| 30D | -2.0% | -0.2% | -1.8% | -2.0% |
| 3M | +0.2% | -7.5% | +7.7% | +1.9% |
| 6M | -6.9% | -4.1% | -2.8% | -6.1% |
| YTD | +6.1% | +9.8% | -3.7% | +4.0% |
| 1Y | +4.4% | +8.7% | -4.3% | +2.5% |
| 3Y | +49.1% | +79.0% | -29.9% | +31.6% |
| 5Y | +39.6% | +69.1% | -29.5% | +24.2% |
| 10Y | +125.1% | +96.5% | +28.6% | +89.3% |
| All | +2,563.5% | +11,892.0% | -9,328.5% | +1,531.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling