-5.7%
DT vs ESI
+27.8%
-33.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | -0.7% |
| 7D | -25.5% | -6.6% | -19.0% | -25.6% |
| 30D | -22.3% | -10.9% | -11.4% | -22.6% |
| 3M | +2.3% | -13.8% | +16.2% | +1.9% |
| 6M | +20.7% | -21.5% | +42.3% | +19.3% |
| YTD | +7.9% | +34.7% | -26.7% | -4.7% |
| 1Y | -5.7% | +24.9% | -30.6% | -15.5% |
| All | -5.7% | +27.8% | -33.6% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling