+25.3%
DG vs ESI
+44.5%
-19.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.5% | +1.4% |
| 7D | +8.4% | +3.3% | +5.1% | +8.2% |
| 30D | +4.9% | -5.9% | +10.8% | +5.2% |
| 3M | +29.3% | -14.1% | +43.4% | +29.5% |
| 6M | -11.3% | +6.6% | -17.8% | -15.1% |
| YTD | +1.8% | +45.0% | -43.3% | -10.6% |
| 1Y | +25.3% | +41.5% | -16.1% | +9.4% |
| All | +25.3% | +44.5% | -19.2% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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