+7,232.1%
ENB vs DVA
+5,081.6%
+2,150.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.0% |
| 7D | -0.5% | +2.2% | -2.7% | -0.7% |
| 30D | -0.2% | -2.0% | +1.8% | -0.1% |
| 3M | -7.5% | -6.3% | -1.3% | -7.2% |
| 6M | -4.1% | +19.4% | -23.6% | -6.1% |
| YTD | +9.8% | +58.5% | -48.7% | +4.6% |
| 1Y | +8.7% | +33.9% | -25.2% | +5.0% |
| 3Y | +79.0% | +88.4% | -9.5% | +66.3% |
| 5Y | +69.1% | +39.5% | +29.6% | +59.3% |
| 10Y | +96.5% | +179.5% | -83.0% | +73.3% |
| All | +7,232.1% | +5,081.6% | +2,150.5% | +5,942.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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