-37.9%
DG vs ESI
+77.4%
-115.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.1% |
| 7D | -2.5% | +5.4% | -7.8% | -3.0% |
| 30D | +1.0% | -4.2% | +5.2% | +1.4% |
| 3M | +20.3% | -9.6% | +29.9% | +20.8% |
| 6M | -11.7% | +18.3% | -30.1% | -15.1% |
| YTD | -2.3% | +45.8% | -48.2% | -8.9% |
| 1Y | +20.0% | +39.2% | -19.2% | +12.4% |
| 3Y | +7.2% | +86.3% | -79.0% | -6.2% |
| 5Y | -37.9% | +76.2% | -114.1% | -45.4% |
| All | -37.9% | +77.4% | -115.4% | -45.4% |
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