+242.4%
DGX vs ES
+83.3%
+159.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.2% | -1.1% |
| 7D | -3.5% | -3.5% | 0.0% | -2.3% |
| 30D | -2.7% | -3.0% | +0.3% | -1.7% |
| 3M | +13.9% | -0.3% | +14.2% | +13.9% |
| 6M | +16.0% | -5.2% | +21.2% | +17.8% |
| YTD | +34.9% | +4.8% | +30.2% | +32.2% |
| 1Y | +30.6% | +12.7% | +17.8% | +23.7% |
| 3Y | +93.0% | +27.5% | +65.5% | +72.1% |
| 5Y | +64.4% | -4.7% | +69.1% | +62.0% |
| All | +242.4% | +83.3% | +159.1% | +176.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling