+153.0%
DASH vs ESTC
+25.2%
+127.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.5% | -0.1% | -3.7% |
| 7D | -10.6% | -8.1% | -2.5% | -9.0% |
| 30D | +2.2% | +31.7% | -29.5% | -4.6% |
| 3M | +32.3% | +41.1% | -8.8% | +21.4% |
| 6M | +19.1% | +77.1% | -58.0% | +3.8% |
| YTD | -6.5% | +21.7% | -28.2% | -13.2% |
| 1Y | -14.9% | +8.4% | -23.3% | -19.8% |
| All | +153.0% | +25.2% | +127.9% | +131.9% |
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 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