+100.8%
DG vs ESI
+318.1%
-217.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | +0.3% | +5.5% | -5.2% | -0.3% |
| 30D | +3.2% | -7.8% | +11.0% | +3.9% |
| 3M | +10.4% | -15.0% | +25.4% | +12.0% |
| 6M | +33.2% | -24.9% | +58.1% | +36.5% |
| YTD | +3.0% | +33.2% | -30.3% | -3.6% |
| 1Y | +31.2% | +24.9% | +6.3% | +23.9% |
| 3Y | +21.8% | +77.8% | -55.9% | +7.0% |
| 5Y | -35.0% | +37.1% | -72.1% | -41.4% |
| All | +100.8% | +318.1% | -217.3% | +46.2% |
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