-33.7%
DG vs ESI
+35.9%
-69.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -5.0% | -3.2% |
| 7D | +1.1% | -8.5% | +9.6% | +1.7% |
| 30D | +9.5% | -15.7% | +25.2% | +10.7% |
| 3M | +5.5% | -18.2% | +23.7% | +6.8% |
| 6M | +16.1% | -28.8% | +44.9% | +18.6% |
| YTD | +2.7% | +26.3% | -23.6% | -3.5% |
| 1Y | +42.1% | +18.2% | +23.9% | +34.6% |
| 3Y | +19.3% | +68.1% | -48.9% | +4.1% |
| All | -33.7% | +35.9% | -69.7% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling