+2,271.9%
D vs ES
+1,243.3%
+1,028.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | +1.5% | +0.3% | +1.2% | +1.3% |
| 30D | -2.6% | -2.0% | -0.6% | -1.6% |
| 3M | 0.0% | +1.7% | -1.7% | -1.0% |
| 6M | +7.4% | -3.5% | +10.9% | +9.2% |
| YTD | +15.9% | +7.9% | +8.0% | +11.1% |
| 1Y | +18.1% | +17.2% | +1.0% | +7.6% |
| 3Y | +58.4% | +29.3% | +29.1% | +36.4% |
| 5Y | +5.2% | -5.7% | +11.0% | +6.6% |
| 10Y | +35.9% | +85.2% | -49.3% | +2.3% |
| All | +2,271.9% | +1,243.3% | +1,028.6% | +786.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded ES 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling