+5,387.7%
O vs ES
+808.8%
+4,578.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | -0.7% | +0.3% | -1.0% | -0.9% |
| 30D | -1.9% | -2.0% | +0.1% | -1.1% |
| 3M | +3.8% | +1.7% | +2.2% | +3.1% |
| 6M | -4.7% | -3.5% | -1.2% | -3.5% |
| YTD | +12.5% | +7.9% | +4.6% | +8.6% |
| 1Y | +10.8% | +17.2% | -6.3% | +2.6% |
| 3Y | +28.8% | +29.3% | -0.5% | +12.6% |
| 5Y | +13.2% | -5.7% | +18.9% | +12.1% |
| 10Y | +53.5% | +85.2% | -31.8% | +16.8% |
| All | +5,387.7% | +808.8% | +4,578.9% | +2,538.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling