+78.9%
DAL vs ESTC
+23.0%
+55.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | -0.1% | +1.7% |
| 7D | +8.8% | -11.5% | +20.3% | +11.3% |
| 30D | +5.4% | -7.5% | +12.9% | +6.8% |
| 3M | -4.9% | +23.1% | -28.0% | -10.0% |
| 6M | +19.8% | +75.3% | -55.4% | +4.8% |
| YTD | +27.0% | +14.1% | +12.9% | +20.1% |
| 1Y | +52.5% | -0.6% | +53.0% | +47.7% |
| 3Y | +173.8% | +20.8% | +153.0% | +141.3% |
| 5Y | +104.5% | -48.8% | +153.3% | +98.3% |
| All | +78.9% | +23.0% | +55.9% | +20.8% |
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