+161.6%
DG vs ESI
+224.6%
-63.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.5% | +1.2% |
| 7D | +8.4% | +3.3% | +5.1% | +8.0% |
| 30D | +4.9% | -5.9% | +10.8% | +5.5% |
| 3M | +29.3% | -14.1% | +43.4% | +30.8% |
| 6M | -11.3% | +6.6% | -17.8% | -12.8% |
| YTD | +1.8% | +45.0% | -43.3% | -3.6% |
| 1Y | +25.3% | +41.5% | -16.1% | +19.0% |
| 3Y | +9.1% | +78.8% | -69.7% | -0.4% |
| 5Y | -34.9% | +70.9% | -105.8% | -40.9% |
| 10Y | +108.2% | +317.1% | -208.9% | +68.6% |
| All | +161.6% | +224.6% | -63.0% | +129.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling