+61.1%
ENB vs DGX
+66.8%
-5.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.6% | -1.3% |
| 7D | -4.7% | -0.9% | -3.8% | -4.5% |
| 30D | -5.9% | -1.2% | -4.7% | -5.7% |
| 3M | -14.2% | +15.8% | -30.0% | -16.7% |
| 6M | -8.6% | +18.2% | -26.8% | -11.7% |
| YTD | +3.9% | +37.2% | -33.3% | -2.7% |
| 1Y | +1.8% | +30.4% | -28.5% | -3.8% |
| 3Y | +68.5% | +96.7% | -28.2% | +44.8% |
| All | +61.1% | +66.8% | -5.7% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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