+77.0%
DAL vs ESTC
+25.9%
+51.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -1.1% | +2.4% | -3.5% | -1.6% |
| 30D | +12.8% | -4.2% | +17.1% | +13.5% |
| 3M | -5.3% | +2.5% | -7.7% | -6.7% |
| 6M | +22.4% | +81.5% | -59.1% | +6.3% |
| YTD | +25.6% | +16.8% | +8.8% | +18.3% |
| 1Y | +45.5% | -3.5% | +49.0% | +41.9% |
| 3Y | +161.0% | +17.7% | +143.2% | +131.4% |
| 5Y | +112.2% | -51.7% | +164.0% | +108.4% |
| All | +77.0% | +25.9% | +51.0% | +18.9% |
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