+76.9%
ENB vs DKS
+27.5%
+49.4%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.7% |
| 7D | -0.3% | -2.9% | +2.6% | -0.3% |
| 30D | -1.1% | -37.7% | +36.6% | -0.3% |
| 3M | -8.5% | -38.9% | +30.5% | -7.7% |
| 6M | -4.5% | -31.1% | +26.5% | -4.1% |
| YTD | +9.1% | -31.8% | +40.9% | +9.6% |
| 1Y | +8.0% | -38.0% | +46.0% | +8.8% |
| All | +76.9% | +27.5% | +49.4% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 3y: compounded portfolio wealth divided by compounded DKS 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…
3y analysis · Full analysis span regression · 6 months rolling