+90.4%
ENB vs DG
+99.2%
-8.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.6% | -3.7% |
| 7D | -4.6% | -6.3% | +1.7% | -3.9% |
| 30D | -5.2% | +2.4% | -7.6% | -5.5% |
| 3M | -13.4% | +12.4% | -25.8% | -14.7% |
| 6M | -7.8% | -14.9% | +7.1% | -6.4% |
| YTD | +4.9% | -6.1% | +10.9% | +5.1% |
| 1Y | +3.2% | +17.9% | -14.6% | +0.3% |
| 3Y | +71.0% | +3.1% | +67.8% | +65.2% |
| 5Y | +64.0% | -38.7% | +102.7% | +70.9% |
| All | +90.4% | +99.2% | -8.8% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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