+2,065.3%
DELL vs ESTC
+23.7%
+2,041.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.3% | +0.7% |
| 7D | +8.7% | -3.3% | +12.1% | +9.4% |
| 30D | +16.9% | +13.4% | +3.5% | +13.0% |
| 3M | +40.4% | +41.3% | -0.9% | +29.4% |
| 6M | +267.1% | +62.6% | +204.5% | +229.4% |
| YTD | +329.1% | +14.8% | +314.3% | +307.5% |
| 1Y | +346.9% | -5.1% | +352.0% | +338.1% |
| 3Y | +696.6% | +11.2% | +685.5% | +602.9% |
| 5Y | +1,106.2% | -47.0% | +1,153.2% | +1,075.6% |
| All | +2,065.3% | +23.7% | +2,041.7% | +1,350.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling