+9.0%
DVN vs ENB
+69.7%
-60.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.8% | +6.0% | +4.3% |
| 7D | +2.5% | -4.6% | +7.1% | +5.2% |
| 30D | +10.2% | -5.2% | +15.4% | +13.5% |
| 3M | +8.1% | -13.4% | +21.5% | +17.4% |
| 6M | +15.9% | -7.8% | +23.7% | +21.4% |
| YTD | +38.2% | +4.9% | +33.4% | +34.5% |
| 1Y | +44.5% | +3.2% | +41.2% | +41.5% |
| All | +9.0% | +69.7% | -60.6% | -23.7% |
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