+44.0%
DBX vs ESTC
+23.0%
+21.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.3% | -3.7% |
| 7D | -4.4% | -11.5% | +7.1% | -1.1% |
| 30D | +4.8% | -7.5% | +12.3% | +6.7% |
| 3M | +0.3% | +23.1% | -22.7% | -6.7% |
| 6M | +40.4% | +75.3% | -34.9% | +17.9% |
| YTD | +24.7% | +14.1% | +10.6% | +16.4% |
| 1Y | +20.9% | -0.6% | +21.5% | +16.3% |
| 3Y | +34.5% | +20.8% | +13.7% | +11.5% |
| 5Y | +24.6% | -48.8% | +73.4% | +24.5% |
| All | +44.0% | +23.0% | +21.0% | -9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling