+583.4%
DG vs ES
+443.8%
+139.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.0% |
| 1Y | +25.3% | +17.2% | +8.2% | +18.5% |
| 3Y | +9.1% | +29.3% | -20.2% | -1.5% |
| 5Y | -34.9% | -5.7% | -29.1% | -35.7% |
| 10Y | +108.2% | +85.2% | +22.9% | +65.8% |
| All | +583.4% | +443.8% | +139.6% | +279.4% |
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