+82.1%
DT vs ES
+20.2%
+61.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.1% |
| 7D | -24.7% | +1.9% | -26.6% | -25.1% |
| 30D | -27.4% | +7.1% | -34.4% | -28.6% |
| 3M | -11.1% | -1.9% | -9.2% | -10.9% |
| 6M | +13.7% | +4.4% | +9.3% | +12.0% |
| YTD | +0.2% | +7.3% | -7.1% | -2.3% |
| 1Y | -5.7% | +2.1% | -7.8% | -7.1% |
| 3Y | -8.1% | +41.8% | -50.0% | -19.0% |
| 5Y | -43.1% | +1.4% | -44.5% | -44.9% |
| All | +82.1% | +20.2% | +61.9% | +24.3% |
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