+11,892.0%
ENB vs DTE
+3,521.9%
+8,370.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | -0.5% | +0.9% | -1.4% | -0.8% |
| 30D | -0.2% | -1.9% | +1.7% | +0.5% |
| 3M | -7.5% | -3.3% | -4.2% | -6.4% |
| 6M | -4.1% | -7.1% | +3.0% | -1.6% |
| YTD | +9.8% | +8.1% | +1.7% | +6.6% |
| 1Y | +8.7% | +5.3% | +3.4% | +6.5% |
| 3Y | +79.0% | +48.2% | +30.8% | +54.1% |
| 5Y | +69.1% | +33.2% | +35.9% | +50.6% |
| 10Y | +96.5% | +137.5% | -41.0% | +44.0% |
| All | +11,892.0% | +3,521.9% | +8,370.1% | +5,534.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling