+9,498.1%
DGX vs ES
+1,365.9%
+8,132.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.8% |
| 7D | -2.3% | +0.3% | -2.6% | -2.4% |
| 30D | +0.6% | -2.0% | +2.5% | +1.0% |
| 3M | +21.4% | +1.7% | +19.7% | +20.8% |
| 6M | +14.7% | -3.5% | +18.3% | +15.5% |
| YTD | +38.4% | +7.9% | +30.5% | +35.2% |
| 1Y | +34.0% | +17.2% | +16.8% | +27.4% |
| 3Y | +92.7% | +29.3% | +63.4% | +76.5% |
| 5Y | +67.7% | -5.7% | +73.5% | +66.0% |
| 10Y | +248.0% | +85.2% | +162.8% | +188.7% |
| All | +9,498.1% | +1,365.9% | +8,132.2% | +5,736.1% |
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