-37.4%
DOW vs ES
-5.6%
-31.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.8% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | +0.4% | -2.0% | +2.3% | +0.9% |
| 3M | -14.4% | +1.7% | -16.1% | -15.1% |
| 6M | -7.0% | -3.5% | -3.4% | -6.3% |
| YTD | +30.2% | +7.9% | +22.3% | +25.8% |
| 1Y | +29.2% | +17.2% | +12.0% | +20.4% |
| 3Y | -36.7% | +29.3% | -66.0% | -43.9% |
| All | -37.4% | -5.6% | -31.8% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling