+222.6%
ESI vs DGX
+423.9%
-201.3%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +3.9% | -2.2% | +6.1% | +5.0% |
| 30D | -3.8% | -0.9% | -2.9% | -3.5% |
| 3M | -13.1% | +15.6% | -28.7% | -19.2% |
| 6M | +11.3% | +17.8% | -6.5% | +2.0% |
| YTD | +44.1% | +37.5% | +6.6% | +22.2% |
| 1Y | +40.3% | +31.2% | +9.2% | +21.2% |
| 3Y | +84.1% | +96.6% | -12.5% | +26.8% |
| 5Y | +75.8% | +64.9% | +10.9% | +30.0% |
| 10Y | +320.7% | +254.6% | +66.1% | +84.5% |
| All | +222.6% | +423.9% | -201.3% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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