+100.5%
ENB vs DAR
+364.6%
-264.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.8% |
| 7D | -0.3% | -0.2% | -0.2% | -0.3% |
| 30D | -1.1% | +7.4% | -8.5% | -2.9% |
| 3M | -8.5% | +15.7% | -24.1% | -12.1% |
| 6M | -4.5% | +30.0% | -34.6% | -11.3% |
| YTD | +9.1% | +87.5% | -78.4% | -7.8% |
| 1Y | +8.0% | +113.4% | -105.4% | -12.4% |
| 3Y | +77.8% | +15.3% | +62.5% | +64.6% |
| 5Y | +69.4% | -4.3% | +73.7% | +59.3% |
| 10Y | +100.5% | +380.2% | -279.7% | +0.4% |
| All | +100.5% | +364.6% | -264.2% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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