+96.6%
DGX vs ES
+33.1%
+63.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -0.3% | +1.4% | -1.7% | -0.7% |
| 30D | -1.2% | -1.2% | 0.0% | -0.9% |
| 3M | +19.9% | +5.0% | +14.9% | +18.2% |
| 6M | +19.2% | -2.8% | +22.0% | +20.0% |
| YTD | +37.5% | +8.6% | +28.9% | +34.0% |
| 1Y | +31.3% | +18.9% | +12.3% | +23.3% |
| 3Y | +96.6% | +32.1% | +64.5% | +74.7% |
| All | +96.6% | +33.1% | +63.5% | +74.7% |
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