-10.4%
DOW vs ES
+31.3%
-41.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -2.9% | +1.4% | -4.3% | -3.5% |
| 30D | +2.0% | -1.2% | +3.1% | +2.3% |
| 3M | -12.5% | +5.0% | -17.5% | -14.5% |
| 6M | -9.2% | -2.8% | -6.4% | -8.8% |
| YTD | +30.8% | +8.6% | +22.2% | +25.1% |
| 1Y | +29.4% | +18.9% | +10.5% | +18.1% |
| 3Y | -34.6% | +32.1% | -66.7% | -44.0% |
| 5Y | -35.9% | -5.1% | -30.9% | -37.2% |
| All | -10.4% | +31.3% | -41.7% | +3.7% |
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 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