+10,399.1%
DGX vs ES
+1,353.3%
+9,045.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.1% |
| 3M | +9.2% | -1.0% | +10.2% | +9.3% |
| 6M | +39.0% | +7.2% | +31.8% | +36.2% |
| YTD | +51.4% | +7.0% | +44.5% | +48.1% |
| 1Y | +42.6% | +0.5% | +42.1% | +41.3% |
| 3Y | +105.9% | +48.7% | +57.3% | +82.0% |
| 5Y | +96.6% | +1.9% | +94.7% | +90.6% |
| 10Y | +286.0% | +89.2% | +196.8% | +218.3% |
| All | +10,399.1% | +1,353.3% | +9,045.8% | +6,291.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling