+101.8%
DASH vs ESTC
+18.0%
+83.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.4% | -0.6% |
| 7D | +0.4% | -11.5% | +11.9% | +3.0% |
| 30D | -6.0% | -7.5% | +1.5% | -4.9% |
| 3M | -15.8% | +23.1% | -38.8% | -20.8% |
| 6M | +7.0% | +75.3% | -68.3% | -7.4% |
| YTD | -20.7% | +14.1% | -34.8% | -25.9% |
| 1Y | -8.5% | -0.6% | -8.0% | -12.7% |
| 3Y | +101.8% | +20.8% | +81.0% | +86.2% |
| All | +101.8% | +18.0% | +83.8% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling