+7,781.8%
ENB vs DRI
+8,060.6%
-278.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +0.8% |
| 7D | -2.4% | +4.2% | -6.6% | -3.1% |
| 30D | +2.5% | +15.7% | -13.2% | +0.1% |
| 3M | -5.8% | +5.8% | -11.5% | -6.8% |
| 6M | -8.5% | +18.4% | -26.9% | -11.3% |
| YTD | +3.9% | +28.2% | -24.3% | -0.8% |
| 1Y | +3.7% | +35.9% | -32.2% | -2.0% |
| 3Y | +70.1% | +67.7% | +2.3% | +53.7% |
| 5Y | +53.2% | +77.9% | -24.7% | +36.0% |
| 10Y | +100.2% | +338.7% | -238.5% | +49.1% |
| All | +7,781.8% | +8,060.6% | -278.7% | +4,823.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling