+171.0%
DG vs ESI
+195.2%
-24.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.5% |
| 7D | +5.2% | -6.6% | +11.8% | +5.8% |
| 30D | +7.9% | -9.8% | +17.8% | +8.7% |
| 3M | +12.7% | -11.9% | +24.6% | +13.7% |
| 6M | +22.4% | -25.1% | +47.5% | +24.9% |
| YTD | +5.4% | +31.9% | -26.5% | +0.5% |
| 1Y | +39.4% | +19.2% | +20.2% | +34.2% |
| 3Y | +24.1% | +76.2% | -52.0% | +12.9% |
| 5Y | -32.2% | +39.4% | -71.6% | -37.3% |
| 10Y | +111.8% | +304.9% | -193.1% | +72.0% |
| All | +171.0% | +195.2% | -24.2% | +139.1% |
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