+69.1%
ENB vs DAR
-8.5%
+77.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.2% | +0.3% |
| 7D | -0.5% | -0.9% | +0.4% | -0.4% |
| 30D | -0.2% | +13.0% | -13.2% | -2.2% |
| 3M | -7.5% | +15.0% | -22.5% | -9.7% |
| 6M | -4.1% | +26.8% | -31.0% | -8.0% |
| YTD | +9.8% | +86.4% | -76.6% | -1.0% |
| 1Y | +8.7% | +115.1% | -106.4% | -4.7% |
| 3Y | +79.0% | +14.6% | +64.4% | +75.1% |
| 5Y | +69.1% | -8.8% | +77.9% | +71.8% |
| All | +69.1% | -8.5% | +77.6% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling