+410.2%
ENB vs DG
+614.5%
-204.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +1.7% | +0.3% | +1.4% | +1.6% |
| 30D | +0.7% | +3.2% | -2.6% | +0.2% |
| 3M | -5.8% | +10.4% | -16.2% | -7.2% |
| 6M | -11.3% | +33.2% | -44.5% | -14.9% |
| YTD | +3.7% | +3.0% | +0.7% | +2.6% |
| 1Y | +2.8% | +31.2% | -28.4% | -1.8% |
| 3Y | +67.7% | +21.8% | +45.9% | +57.8% |
| 5Y | +57.1% | -35.0% | +92.1% | +61.2% |
| 10Y | +106.6% | +106.0% | +0.5% | +74.5% |
| All | +410.2% | +614.5% | -204.3% | +249.6% |
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