+84.4%
DT vs ES
+19.6%
+64.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -20.2% | -0.1% | -20.2% | -20.3% |
| 30D | -30.8% | +5.7% | -36.5% | -31.7% |
| 3M | -10.2% | -2.8% | -7.4% | -9.8% |
| 6M | +8.0% | +7.0% | +1.1% | +5.8% |
| YTD | +1.5% | +6.8% | -5.3% | -1.0% |
| 1Y | -6.9% | -0.5% | -6.4% | -7.7% |
| 3Y | -10.9% | +47.2% | -58.1% | -22.4% |
| 5Y | -42.2% | +2.3% | -44.4% | -44.2% |
| All | +84.4% | +19.6% | +64.8% | +26.0% |
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