+64.0%
ENB vs DTE
+31.2%
+32.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.6% | -3.2% |
| 7D | -4.6% | -2.0% | -2.6% | -3.6% |
| 30D | -5.2% | -2.4% | -2.8% | -4.1% |
| 3M | -13.4% | -7.3% | -6.1% | -10.2% |
| 6M | -7.8% | -7.6% | -0.2% | -4.3% |
| YTD | +4.9% | +5.8% | -0.9% | +2.0% |
| 1Y | +3.2% | +2.3% | +0.9% | +1.9% |
| 3Y | +71.0% | +45.0% | +26.0% | +40.9% |
| 5Y | +64.0% | +33.2% | +30.8% | +42.6% |
| All | +64.0% | +31.2% | +32.8% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling