+70.1%
ENB vs DD
+94.8%
-24.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.7% |
| 7D | -2.4% | +2.2% | -4.6% | -2.6% |
| 30D | +2.5% | +20.7% | -18.2% | +0.9% |
| 3M | -5.8% | +11.3% | -17.1% | -6.7% |
| 6M | -8.5% | +6.0% | -14.5% | -9.0% |
| YTD | +3.9% | +31.7% | -27.8% | +0.6% |
| 1Y | +3.7% | +32.2% | -28.5% | +0.3% |
| 3Y | +70.1% | +92.7% | -22.6% | +50.8% |
| All | +70.1% | +94.8% | -24.7% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling