+784.1%
DE vs ES
+92.3%
+691.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.2% |
| 7D | +2.3% | +0.1% | +2.1% | +2.2% |
| 30D | +9.3% | +6.7% | +2.6% | +6.9% |
| 3M | +12.2% | +0.3% | +11.9% | +11.8% |
| 6M | +18.1% | +7.4% | +10.7% | +14.8% |
| YTD | +49.8% | +8.4% | +41.4% | +45.2% |
| 1Y | +46.4% | +0.6% | +45.7% | +44.7% |
| 3Y | +92.5% | +50.6% | +41.9% | +62.9% |
| 5Y | +107.4% | +4.8% | +102.6% | +96.8% |
| 10Y | +784.1% | +93.1% | +691.0% | +776.9% |
| All | +784.1% | +92.3% | +691.7% | +776.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling