+82.3%
DT vs ES
+19.8%
+62.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -7.5% | +0.9% | -8.4% | -7.8% |
| 30D | -31.5% | +5.9% | -37.4% | -32.5% |
| 3M | -14.0% | -1.0% | -13.0% | -14.0% |
| 6M | +6.9% | +7.2% | -0.3% | +4.6% |
| YTD | +0.3% | +7.0% | -6.6% | -2.2% |
| 1Y | -6.9% | +0.5% | -7.4% | -7.9% |
| 3Y | -13.9% | +48.7% | -62.6% | -25.2% |
| 5Y | -39.9% | +1.9% | -41.9% | -41.9% |
| All | +82.3% | +19.8% | +62.5% | +24.5% |
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 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