-34.6%
DG vs ES
-5.6%
-29.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | +8.4% | +0.3% | +8.1% | +8.3% |
| 30D | +4.9% | -2.0% | +6.9% | +5.5% |
| 3M | +29.3% | +1.7% | +27.7% | +28.6% |
| 6M | -11.3% | -3.5% | -7.7% | -10.5% |
| YTD | +1.8% | +7.9% | -6.2% | -0.9% |
| 1Y | +25.3% | +17.2% | +8.2% | +18.5% |
| 3Y | +9.1% | +29.3% | -20.2% | -2.0% |
| All | -34.6% | -5.6% | -29.0% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling