+297.3%
ESI vs DD
+66.6%
+230.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -4.6% | -3.5% | -1.1% | -2.2% |
| 30D | -10.5% | -11.7% | +1.1% | -2.4% |
| 3M | -19.8% | -9.2% | -10.6% | -14.4% |
| 6M | +5.8% | -7.2% | +13.0% | +11.5% |
| YTD | +38.3% | +6.6% | +31.7% | +32.3% |
| 1Y | +31.5% | +32.0% | -0.5% | +8.2% |
| 3Y | +80.7% | +42.1% | +38.5% | +38.7% |
| 5Y | +69.4% | +58.1% | +11.4% | +20.7% |
| All | +297.3% | +66.6% | +230.7% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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