+57.5%
ENB vs DOC
-22.8%
+80.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -1.1% |
| 7D | +0.5% | +8.7% | -8.3% | -1.7% |
| 30D | +6.0% | +7.6% | -1.7% | +3.9% |
| 3M | -7.4% | -5.3% | -2.1% | -6.3% |
| 6M | -8.5% | +27.6% | -36.1% | -15.0% |
| YTD | +6.1% | +32.4% | -26.3% | -3.0% |
| 1Y | +9.4% | +22.9% | -13.5% | +2.3% |
| 3Y | +71.5% | +43.1% | +28.4% | +48.8% |
| 5Y | +57.5% | -21.4% | +78.9% | +67.0% |
| All | +57.5% | -22.8% | +80.3% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling