+172.1%
DELL vs ESTC
-5.7%
+177.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.1% | +11.7% | +11.7% |
| 7D | +0.4% | -2.6% | +3.0% | +1.1% |
| 30D | -35.1% | -8.6% | -26.5% | -33.7% |
| 3M | -15.1% | +14.4% | -29.5% | -16.6% |
| 6M | +51.7% | +73.3% | -21.6% | +44.9% |
| YTD | +200.0% | +15.7% | +184.3% | +176.4% |
| 1Y | +172.1% | -7.6% | +179.7% | +149.2% |
| All | +172.1% | -5.7% | +177.9% | +149.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling