+224.6%
ESI vs DD
+142.0%
+82.6%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.6% | +2.7% |
| 7D | +3.3% | -3.5% | +6.8% | +6.0% |
| 30D | -5.9% | -10.3% | +4.4% | +1.7% |
| 3M | -14.1% | -7.5% | -6.5% | -9.2% |
| 6M | +6.6% | -8.0% | +14.6% | +13.1% |
| YTD | +45.0% | +10.5% | +34.6% | +35.1% |
| 1Y | +41.5% | +38.3% | +3.2% | +12.2% |
| 3Y | +78.8% | +42.5% | +36.3% | +36.1% |
| 5Y | +70.9% | +60.2% | +10.7% | +19.5% |
| 10Y | +317.1% | +68.9% | +248.2% | +153.9% |
| All | +224.6% | +142.0% | +82.6% | +72.4% |
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