+105.9%
DGX vs ES
+46.6%
+59.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +4.6% | +0.9% | +3.8% | +4.3% |
| 30D | +11.9% | +5.9% | +6.0% | +10.0% |
| 3M | +9.2% | -1.0% | +10.2% | +9.3% |
| 6M | +39.0% | +7.2% | +31.8% | +36.1% |
| YTD | +51.4% | +7.0% | +44.5% | +47.9% |
| 1Y | +42.6% | +0.5% | +42.1% | +41.1% |
| 3Y | +105.9% | +48.7% | +57.3% | +80.7% |
| All | +105.9% | +46.6% | +59.4% | +80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling