+412.8%
ENB vs DG
+632.1%
-219.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.8% | -3.0% | +1.2% | -1.4% |
| 30D | +2.0% | +8.6% | -6.6% | +0.9% |
| 3M | -5.8% | +15.0% | -20.9% | -7.7% |
| 6M | -9.7% | +32.7% | -42.4% | -13.3% |
| YTD | +4.2% | +5.5% | -1.3% | +2.8% |
| 1Y | +3.2% | +34.6% | -31.4% | -1.7% |
| 3Y | +70.6% | +24.2% | +46.4% | +60.2% |
| 5Y | +55.1% | -32.3% | +87.4% | +58.2% |
| 10Y | +107.6% | +111.1% | -3.5% | +74.8% |
| All | +412.8% | +632.1% | -219.4% | +250.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling