+88.5%
ENB vs DTE
+137.8%
-49.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.2% |
| 7D | -4.7% | -2.6% | -2.1% | -3.2% |
| 30D | -5.9% | -4.4% | -1.5% | -3.5% |
| 3M | -14.2% | -8.3% | -5.9% | -10.0% |
| 6M | -8.6% | -8.1% | -0.5% | -4.4% |
| YTD | +3.9% | +4.4% | -0.5% | +1.1% |
| 1Y | +1.8% | +0.2% | +1.6% | +1.3% |
| 3Y | +68.5% | +42.6% | +25.9% | +35.0% |
| 5Y | +62.4% | +31.5% | +31.0% | +34.9% |
| All | +88.5% | +137.8% | -49.3% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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