+376.8%
DDOG vs ESTC
-8.4%
+385.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.2% |
| 7D | -23.9% | -11.5% | -12.4% | -17.8% |
| 30D | -34.0% | -7.5% | -26.5% | -30.2% |
| 3M | -21.9% | +23.1% | -45.0% | -32.6% |
| 6M | +24.6% | +75.3% | -50.7% | -13.6% |
| YTD | +31.7% | +14.1% | +17.6% | +17.9% |
| 1Y | -6.2% | -0.6% | -5.6% | -9.8% |
| 3Y | +125.1% | +20.8% | +104.3% | +55.7% |
| 5Y | -3.5% | -48.8% | +45.3% | +8.4% |
| All | +376.8% | -8.4% | +385.2% | +250.0% |
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