+14,179.2%
DE vs ES
+1,235.9%
+12,943.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.1% | +2.2% |
| 7D | -0.6% | +1.9% | -2.4% | -1.2% |
| 30D | +2.3% | +7.1% | -4.8% | -0.1% |
| 3M | +9.5% | -1.9% | +11.4% | +10.0% |
| 6M | +14.1% | +4.4% | +9.7% | +12.1% |
| YTD | +45.4% | +7.3% | +38.1% | +41.6% |
| 1Y | +42.9% | +2.1% | +40.8% | +40.7% |
| 3Y | +84.8% | +41.8% | +43.0% | +61.1% |
| 5Y | +101.8% | +1.4% | +100.4% | +93.9% |
| 10Y | +788.0% | +86.8% | +701.3% | +583.1% |
| All | +14,179.2% | +1,235.9% | +12,943.3% | +6,094.2% |
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