+40.2%
O vs ES
+52.1%
-11.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | -0.4% | -1.1% | +0.7% | 0.0% |
| 30D | +8.3% | +8.2% | +0.1% | +5.0% |
| 3M | -4.0% | +0.6% | -4.6% | -4.3% |
| 6M | -2.6% | +6.0% | -8.6% | -4.8% |
| YTD | +9.9% | +9.3% | +0.6% | +5.9% |
| 1Y | +9.8% | +1.1% | +8.7% | +8.5% |
| All | +40.2% | +52.1% | -11.9% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling