+111.1%
DG vs ESI
+323.9%
-212.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -0.4% |
| 7D | -3.0% | +1.8% | -4.8% | -3.2% |
| 30D | +8.6% | -6.6% | +15.2% | +9.1% |
| 3M | +15.0% | -9.4% | +24.4% | +15.8% |
| 6M | +32.7% | -24.1% | +56.8% | +35.9% |
| YTD | +5.5% | +37.1% | -31.6% | -1.5% |
| 1Y | +34.6% | +24.5% | +10.1% | +27.3% |
| 3Y | +24.2% | +83.2% | -58.9% | +8.7% |
| 5Y | -32.3% | +44.0% | -76.2% | -39.3% |
| 10Y | +111.1% | +332.8% | -221.7% | +53.9% |
| All | +111.1% | +323.9% | -212.8% | +53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling