+44.7%
DBX vs ESTC
+31.2%
+13.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.5% | +2.1% | -1.2% |
| 7D | -2.4% | -8.1% | +5.7% | -0.1% |
| 30D | -0.5% | +31.7% | -32.2% | -8.8% |
| 3M | +28.1% | +41.1% | -13.0% | +14.9% |
| 6M | +33.1% | +77.1% | -44.0% | +11.6% |
| YTD | +25.3% | +21.7% | +3.6% | +15.4% |
| 1Y | +18.3% | +8.4% | +10.0% | +11.2% |
| 3Y | +25.0% | +23.6% | +1.4% | +3.2% |
| 5Y | +7.5% | -46.5% | +54.0% | +6.6% |
| All | +44.7% | +31.2% | +13.5% | -10.3% |
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