+88.3%
DT vs ES
+22.5%
+65.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | +2.7% | -1.1% | +3.8% | +3.0% |
| 30D | -30.4% | +8.2% | -38.6% | -31.7% |
| 3M | -9.4% | +0.6% | -10.0% | -9.7% |
| 6M | +14.5% | +6.0% | +8.5% | +12.5% |
| YTD | +3.6% | +9.3% | -5.7% | +0.5% |
| 1Y | -3.4% | +1.1% | -4.6% | -4.6% |
| 3Y | -11.1% | +51.9% | -63.0% | -23.2% |
| 5Y | -39.5% | +6.5% | -45.9% | -42.2% |
| All | +88.3% | +22.5% | +65.8% | +27.9% |
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