+44.7%
DG vs ES
-1.6%
+46.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.1% | +6.4% | +7.7% |
| 7D | +12.3% | +5.3% | +6.9% | +10.1% |
| 30D | +19.3% | +8.9% | +10.4% | +15.6% |
| 3M | +11.9% | -1.9% | +13.8% | +12.3% |
| 6M | +25.0% | +3.9% | +21.1% | +23.0% |
| YTD | +8.7% | +8.3% | +0.5% | +5.3% |
| 1Y | +44.7% | -0.1% | +44.8% | +44.0% |
| All | +44.7% | -1.6% | +46.3% | +44.0% |
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