+39.4%
DG vs ESI
+18.3%
+21.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.4% |
| 7D | +5.2% | -6.6% | +11.8% | +4.9% |
| 30D | +7.9% | -9.8% | +17.8% | +7.6% |
| 3M | +12.7% | -11.9% | +24.6% | +12.4% |
| 6M | +22.4% | -25.1% | +47.5% | +22.2% |
| YTD | +5.4% | +31.9% | -26.5% | -7.9% |
| 1Y | +39.4% | +19.2% | +20.2% | +25.6% |
| All | +39.4% | +18.3% | +21.1% | +25.6% |
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