+388.0%
DELL vs ESTC
+14.8%
+373.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.0% | -6.2% | -7.0% |
| 7D | +4.9% | +2.4% | +2.5% | +4.6% |
| 30D | -32.1% | -4.2% | -27.8% | -31.5% |
| 3M | -30.2% | +2.5% | -32.7% | -30.4% |
| 6M | +41.7% | +81.5% | -39.8% | +33.6% |
| YTD | +176.6% | +16.8% | +159.7% | +168.1% |
| 1Y | +159.9% | -3.5% | +163.4% | +156.6% |
| 3Y | +388.0% | +17.7% | +370.3% | +389.4% |
| All | +388.0% | +14.8% | +373.2% | +389.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling