+1,044.2%
DD vs ES
+1,235.9%
-191.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +2.1% |
| 7D | +4.6% | +1.9% | +2.7% | +3.8% |
| 30D | +11.8% | +7.1% | +4.7% | +8.9% |
| 3M | +2.2% | -1.9% | +4.1% | +2.6% |
| 6M | -1.6% | +4.4% | -6.0% | -3.7% |
| YTD | +23.0% | +7.3% | +15.7% | +18.9% |
| 1Y | +26.9% | +2.1% | +24.8% | +24.5% |
| 3Y | +77.9% | +41.8% | +36.0% | +52.9% |
| 5Y | +59.9% | +1.4% | +58.4% | +53.1% |
| 10Y | +90.1% | +86.8% | +3.3% | +43.1% |
| All | +1,044.2% | +1,235.9% | -191.8% | +355.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling