+177.6%
ENB vs DBX
+20.1%
+157.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | -0.5% |
| 7D | -0.2% | -2.4% | +2.2% | +0.2% |
| 30D | -2.2% | -0.5% | -1.7% | -2.3% |
| 3M | -10.5% | +28.1% | -38.6% | -14.4% |
| 6M | -5.1% | +33.1% | -38.2% | -10.3% |
| YTD | +9.0% | +25.3% | -16.3% | +3.9% |
| 1Y | +8.2% | +18.3% | -10.1% | +3.9% |
| 3Y | +67.8% | +25.0% | +42.7% | +55.7% |
| 5Y | +69.4% | +7.5% | +61.8% | +58.7% |
| All | +177.6% | +20.1% | +157.5% | +124.2% |
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