+69.4%
ENB vs DG
-39.5%
+108.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.5% |
| 7D | -0.3% | -4.8% | +4.5% | 0.0% |
| 30D | -1.1% | +1.8% | -2.8% | -1.2% |
| 3M | -8.5% | +14.5% | -22.9% | -9.4% |
| 6M | -4.5% | -13.6% | +9.0% | -3.7% |
| YTD | +9.1% | -4.8% | +13.9% | +9.2% |
| 1Y | +8.0% | +21.6% | -13.6% | +5.9% |
| 3Y | +77.8% | +4.5% | +73.4% | +74.3% |
| 5Y | +69.4% | -38.5% | +107.8% | +76.8% |
| All | +69.4% | -39.5% | +108.9% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling