+87.4%
DAL vs ESTC
+24.7%
+62.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | +2.3% | -2.6% | +5.0% | +2.9% |
| 30D | +14.3% | -8.6% | +22.9% | +16.1% |
| 3M | +1.3% | +14.4% | -13.1% | -2.6% |
| 6M | +29.3% | +73.3% | -44.0% | +13.3% |
| YTD | +33.0% | +15.7% | +17.3% | +25.5% |
| 1Y | +59.8% | -7.6% | +67.4% | +57.3% |
| 3Y | +177.2% | +14.6% | +162.6% | +147.2% |
| 5Y | +118.4% | -50.0% | +168.4% | +112.9% |
| All | +87.4% | +24.7% | +62.6% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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