-39.5%
DT vs ES
+6.0%
-45.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.4% |
| 7D | +2.7% | -1.1% | +3.8% | +2.9% |
| 30D | -30.4% | +8.2% | -38.6% | -31.1% |
| 3M | -9.4% | +0.6% | -10.0% | -9.5% |
| 6M | +14.5% | +6.0% | +8.5% | +13.4% |
| YTD | +3.6% | +9.3% | -5.7% | +1.7% |
| 1Y | -3.4% | +1.1% | -4.6% | -4.0% |
| 3Y | -11.1% | +51.9% | -63.0% | -19.5% |
| 5Y | -39.5% | +6.5% | -45.9% | -40.6% |
| All | -39.5% | +6.0% | -45.4% | -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