+25.3%
DG vs ES
+16.6%
+8.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +8.4% | +0.3% | +8.1% | +8.3% |
| 30D | +4.9% | -2.0% | +6.9% | +5.4% |
| 3M | +29.3% | +1.7% | +27.7% | +28.8% |
| 6M | -11.3% | -3.5% | -7.7% | -10.1% |
| YTD | +1.8% | +7.9% | -6.2% | +0.1% |
| 1Y | +25.3% | +17.2% | +8.2% | +32.5% |
| All | +25.3% | +16.6% | +8.8% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling