+1,180.8%
DVN vs ENB
+11,892.0%
-10,711.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.2% |
| 7D | -1.3% | -0.5% | -0.9% | -1.0% |
| 30D | +12.6% | -0.2% | +12.8% | +12.7% |
| 3M | +8.1% | -7.5% | +15.6% | +13.5% |
| 6M | +10.2% | -4.1% | +14.3% | +13.0% |
| YTD | +33.8% | +9.8% | +24.0% | +26.1% |
| 1Y | +43.9% | +8.7% | +35.2% | +36.4% |
| 3Y | +1.7% | +79.0% | -77.3% | -29.8% |
| 5Y | +119.6% | +69.1% | +50.5% | +62.3% |
| 10Y | +53.7% | +96.5% | -42.8% | +11.9% |
| All | +1,180.8% | +11,892.0% | -10,711.2% | +488.6% |
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