+102.2%
DG vs ESI
+308.3%
-206.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.4% |
| 7D | -4.8% | +3.9% | -8.7% | -5.3% |
| 30D | +1.8% | -3.8% | +5.5% | +2.2% |
| 3M | +14.5% | -13.1% | +27.6% | +15.8% |
| 6M | -13.6% | +11.3% | -24.9% | -16.1% |
| YTD | -4.8% | +44.1% | -48.9% | -11.2% |
| 1Y | +21.6% | +40.3% | -18.8% | +13.7% |
| 3Y | +4.5% | +84.1% | -79.6% | -7.9% |
| 5Y | -38.5% | +75.8% | -114.3% | -46.1% |
| 10Y | +102.2% | +320.7% | -218.5% | +50.5% |
| All | +102.2% | +308.3% | -206.1% | +50.5% |
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