+105.8%
DAL vs ESTC
-46.4%
+152.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.5% | +6.3% | +2.7% |
| 7D | +0.1% | -8.1% | +8.2% | +1.7% |
| 30D | -13.9% | +31.7% | -45.6% | -19.3% |
| 3M | +1.1% | +41.1% | -40.0% | -6.8% |
| 6M | +26.2% | +77.1% | -50.8% | +10.1% |
| YTD | +16.4% | +21.7% | -5.3% | +9.3% |
| 1Y | +33.9% | +8.4% | +25.5% | +27.7% |
| 3Y | +93.4% | +23.6% | +69.8% | +69.5% |
| All | +105.8% | -46.4% | +152.2% | +80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling