+119.3%
DG vs ES
+82.6%
+36.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | +0.7% | -0.1% | +0.7% | +0.7% |
| 30D | +7.4% | +5.7% | +1.7% | +5.6% |
| 3M | +8.5% | -2.8% | +11.3% | +9.5% |
| 6M | +21.9% | +7.0% | +14.9% | +19.1% |
| YTD | +4.9% | +6.8% | -1.9% | +2.5% |
| 1Y | +40.4% | -0.5% | +40.9% | +39.9% |
| 3Y | +23.5% | +47.2% | -23.7% | +6.9% |
| 5Y | -32.3% | +2.3% | -34.5% | -34.7% |
| 10Y | +119.3% | +85.6% | +33.7% | +91.6% |
| All | +119.3% | +82.6% | +36.7% | +91.6% |
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