-10.8%
DOW vs ES
+30.5%
-41.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.1% |
| 3M | -14.4% | +1.7% | -16.1% | -15.3% |
| 6M | -7.0% | -3.5% | -3.4% | -6.3% |
| YTD | +30.2% | +7.9% | +22.3% | +24.9% |
| 1Y | +29.2% | +17.2% | +12.0% | +18.7% |
| 3Y | -36.7% | +29.3% | -66.0% | -45.3% |
| 5Y | -37.7% | -5.7% | -31.9% | -38.7% |
| All | -10.8% | +30.5% | -41.3% | +3.5% |
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