I think the only way DHEA will enhance your endurance, is if it improves/decreases your recovery time. It doesn't appear to be very effective and you also need to be concerned with the associated health risks. The following is from wikipedia;
Performance DHEA supplements are sometimes used as muscle-building or performance-enhancing drugs by athletes. However, a randomized placebo-controlled trial found that DHEA supplementation had no (statistically significant) effect on lean body mass, strength, or testosterone levels.
Cardiovascular disease and risk of death A 1986 study found that a higher level of endogenous DHEA, as determined by a single measurement, correlated with a lower risk of death or cardiovascular disease. However, a more recent 2006 study found no correlation between DHEA levels and risk of cardiovascular disease or death in men. A 2007 study found the DHEA restored oxidative balance in diabetic patients, reducing tissue levels of pentosidine—a biomarker for advanced glycation endproducts.
Cancer Some in vitro studies have found DHEA to have both anti-proliferative and yet also apoptotic effect on cancer cell lines.The clinical significance of these findings, if any, is unknown. Higher levels of DHEA and other endogenous sex hormones are strongly associated with an increased risk of developing breast cancer in both pre- and postmenopausal women.
Diabetes and carotid atherosclerosis A 2005 study, measured serum DHEA in 206 men with type-2 diabetes, and found an inverse relationship between serum DHEA and carotid atherosclerosis in men. The authors say the study "supports the notion that DHEA, which is sold in increasing amount as a food supplement, is atheroprotective in humans, and that androgen replacement therapy should be considered for men with hypogonadism."