+112.4%
ENB vs DD
+98.3%
+14.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | 0.0% | +6.7% | -6.7% | -2.1% |
| 30D | +1.4% | +19.4% | -18.0% | -4.5% |
| 3M | -5.2% | +7.6% | -12.8% | -7.8% |
| 6M | -9.9% | +2.9% | -12.8% | -11.5% |
| YTD | +4.7% | +29.9% | -25.2% | -5.9% |
| 1Y | +2.8% | +28.6% | -25.9% | -7.4% |
| 3Y | +71.3% | +90.0% | -18.7% | +28.6% |
| 5Y | +58.6% | +68.1% | -9.6% | +21.9% |
| All | +112.4% | +98.3% | +14.1% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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