+76.2%
O vs ES
+98.2%
-22.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -1.2% |
| 7D | -0.4% | +2.7% | -3.1% | -1.8% |
| 30D | +7.1% | +7.6% | -0.5% | +3.0% |
| 3M | -5.2% | +0.5% | -5.7% | -5.6% |
| 6M | -1.8% | +7.6% | -9.4% | -5.7% |
| YTD | +9.1% | +10.2% | -1.2% | +3.0% |
| 1Y | +9.7% | +1.8% | +7.8% | +7.2% |
| 3Y | +39.1% | +55.4% | -16.2% | +4.5% |
| 5Y | +8.4% | +7.3% | +1.0% | -0.7% |
| All | +76.2% | +98.2% | -22.1% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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