+167.2%
ENB vs DBX
+20.9%
+146.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.3% | -5.2% | -4.1% |
| 7D | -4.6% | -1.8% | -2.7% | -4.3% |
| 30D | -5.2% | +2.8% | -8.1% | -5.8% |
| 3M | -13.4% | +26.8% | -40.2% | -17.0% |
| 6M | -7.8% | +32.8% | -40.6% | -12.9% |
| YTD | +4.9% | +26.1% | -21.2% | -0.1% |
| 1Y | +3.2% | +14.1% | -10.9% | -0.2% |
| 3Y | +71.0% | +25.7% | +45.3% | +58.5% |
| 5Y | +64.0% | +11.2% | +52.8% | +52.5% |
| All | +167.2% | +20.9% | +146.4% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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