+6.2%
DT vs ESI
+82.9%
-76.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.2% |
| 7D | -4.9% | +5.4% | -10.2% | -5.8% |
| 30D | +2.7% | -4.2% | +6.9% | +3.3% |
| 3M | +20.0% | -9.6% | +29.6% | +20.6% |
| 6M | +28.0% | +18.3% | +9.7% | +17.2% |
| YTD | +16.0% | +45.8% | -29.8% | -1.9% |
| 1Y | +0.7% | +39.2% | -38.4% | -13.9% |
| 3Y | +6.2% | +86.3% | -80.1% | -23.6% |
| All | +6.2% | +82.9% | -76.7% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling