+79.0%
ENB vs DRI
+56.7%
+22.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +0.9% |
| 7D | -0.5% | -1.2% | +0.8% | -0.4% |
| 30D | -0.2% | -0.4% | +0.2% | -0.2% |
| 3M | -7.5% | +9.5% | -17.0% | -8.4% |
| 6M | -4.1% | +6.5% | -10.6% | -4.9% |
| YTD | +9.8% | +18.4% | -8.6% | +7.4% |
| 1Y | +8.7% | +4.2% | +4.5% | +8.1% |
| 3Y | +79.0% | +57.1% | +21.9% | +64.3% |
| All | +79.0% | +56.7% | +22.3% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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