+112.2%
DT vs ESI
+287.4%
-175.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.1% |
| 7D | -0.5% | +3.9% | -4.5% | -2.0% |
| 30D | +0.1% | -3.8% | +3.8% | +1.2% |
| 3M | +24.1% | -13.1% | +37.2% | +28.1% |
| 6M | +30.1% | +11.3% | +18.8% | +18.1% |
| YTD | +16.8% | +44.1% | -27.3% | -6.8% |
| 1Y | -0.1% | +40.3% | -40.4% | -19.8% |
| 3Y | +6.8% | +84.1% | -77.2% | -27.8% |
| 5Y | -28.4% | +75.8% | -104.2% | -51.1% |
| All | +112.2% | +287.4% | -175.3% | -20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling