+107.1%
ENB vs DOC
-2.1%
+109.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +1.0% | -0.2% |
| 7D | -0.2% | -1.5% | +1.3% | +0.3% |
| 30D | -2.2% | -4.8% | +2.5% | -0.6% |
| 3M | -10.5% | +6.9% | -17.4% | -12.9% |
| 6M | -5.1% | +20.7% | -25.8% | -12.5% |
| YTD | +9.0% | +34.1% | -25.2% | -3.9% |
| 1Y | +8.2% | +22.6% | -14.4% | -1.4% |
| 3Y | +67.8% | +20.8% | +46.9% | +50.2% |
| 5Y | +69.4% | -24.9% | +94.2% | +82.6% |
| All | +107.1% | -2.1% | +109.1% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling