+11,488.2%
ENB vs DOC
+2,934.4%
+8,553.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -1.1% |
| 7D | +0.5% | +8.7% | -8.3% | -1.5% |
| 30D | +6.0% | +7.6% | -1.7% | +4.1% |
| 3M | -7.4% | -5.3% | -2.1% | -6.4% |
| 6M | -8.5% | +27.6% | -36.1% | -14.2% |
| YTD | +6.1% | +32.4% | -26.3% | -1.7% |
| 1Y | +9.4% | +22.9% | -13.5% | +3.1% |
| 3Y | +71.5% | +43.1% | +28.4% | +54.1% |
| 5Y | +57.5% | -21.4% | +78.9% | +61.7% |
| 10Y | +110.9% | +16.8% | +94.0% | +94.8% |
| All | +11,488.2% | +2,934.4% | +8,553.8% | +8,219.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling