-39.9%
DT vs ESI
+39.6%
-79.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -7.5% | -6.6% | -0.9% | -5.5% |
| 30D | -31.5% | -9.8% | -21.7% | -29.4% |
| 3M | -14.0% | -11.9% | -2.1% | -11.2% |
| 6M | +6.9% | -25.1% | +31.9% | +14.3% |
| YTD | +0.3% | +31.9% | -31.6% | -19.5% |
| 1Y | -6.9% | +19.2% | -26.1% | -21.8% |
| 3Y | -13.9% | +76.2% | -90.1% | -45.9% |
| 5Y | -39.9% | +39.4% | -79.3% | -56.0% |
| All | -39.9% | +39.6% | -79.5% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling