+195.2%
ESI vs DD
+188.5%
+6.7%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -1.4% |
| 7D | -6.6% | +2.2% | -8.8% | -7.9% |
| 30D | -9.8% | +20.7% | -30.5% | -21.3% |
| 3M | -11.9% | +11.3% | -23.2% | -18.6% |
| 6M | -25.1% | +6.0% | -31.1% | -28.3% |
| YTD | +31.9% | +31.7% | +0.2% | +8.2% |
| 1Y | +19.2% | +32.2% | -13.1% | -2.3% |
| 3Y | +76.2% | +92.7% | -16.5% | +8.4% |
| 5Y | +39.4% | +72.1% | -32.7% | -7.9% |
| 10Y | +304.9% | +99.7% | +205.2% | +118.2% |
| All | +195.2% | +188.5% | +6.7% | +38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling