+318.5%
ESI vs DD
+97.1%
+221.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.3% |
| 7D | +5.5% | +5.0% | +0.6% | +2.0% |
| 30D | -7.8% | +19.7% | -27.4% | -18.8% |
| 3M | -15.0% | +7.2% | -22.2% | -19.2% |
| 6M | -24.9% | +1.0% | -25.9% | -25.6% |
| YTD | +33.2% | +29.1% | +4.1% | +11.3% |
| 1Y | +24.9% | +28.5% | -3.5% | +4.9% |
| 3Y | +77.8% | +89.4% | -11.7% | +12.0% |
| 5Y | +37.1% | +67.1% | -30.0% | -6.7% |
| All | +318.5% | +97.1% | +221.4% | +138.0% |
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