+346.9%
DELL vs ESTC
-6.1%
+353.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.3% | +0.5% |
| 7D | +8.7% | -3.3% | +12.1% | +9.1% |
| 30D | +16.9% | +13.4% | +3.5% | +14.1% |
| 3M | +40.4% | +41.3% | -0.9% | +32.0% |
| 6M | +267.1% | +62.6% | +204.5% | +245.3% |
| YTD | +329.1% | +14.8% | +314.3% | +298.3% |
| 1Y | +346.9% | -5.1% | +352.0% | +323.9% |
| All | +346.9% | -6.1% | +353.0% | +323.9% |
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