+166.6%
ENB vs DBX
+15.6%
+151.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.3% |
| 7D | 0.0% | -6.3% | +6.3% | +1.0% |
| 30D | +1.4% | -5.9% | +7.2% | +2.2% |
| 3M | -5.2% | -0.4% | -4.8% | -5.5% |
| 6M | -9.9% | +29.8% | -39.8% | -14.4% |
| YTD | +4.7% | +20.5% | -15.9% | +0.2% |
| 1Y | +2.8% | +8.7% | -5.9% | +0.1% |
| 3Y | +71.3% | +25.9% | +45.4% | +58.1% |
| 5Y | +58.6% | +24.2% | +34.4% | +44.0% |
| All | +166.6% | +15.6% | +151.1% | +116.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling