+0.1%
DOW vs ES
+33.3%
-33.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | +5.2% | +2.7% | +2.5% | +4.1% |
| 30D | +13.2% | +7.6% | +5.6% | +9.8% |
| 3M | +10.1% | +0.5% | +9.6% | +9.6% |
| 6M | -13.1% | +7.6% | -20.7% | -16.2% |
| YTD | +46.1% | +10.2% | +35.9% | +38.7% |
| 1Y | +50.0% | +1.8% | +48.2% | +46.7% |
| 3Y | -20.2% | +55.4% | -75.6% | -36.3% |
| 5Y | -27.7% | +7.3% | -35.0% | -33.1% |
| All | +0.1% | +33.3% | -33.2% | +14.9% |
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