+1,122.0%
DELL vs ESTC
-47.2%
+1,169.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.7% | +5.6% | +2.5% |
| 7D | +25.6% | -4.3% | +29.9% | +26.4% |
| 30D | +17.7% | +17.7% | -0.1% | +13.7% |
| 3M | +33.4% | +42.3% | -8.9% | +24.5% |
| 6M | +266.2% | +64.6% | +201.6% | +234.5% |
| YTD | +328.0% | +17.2% | +310.8% | +308.6% |
| 1Y | +339.6% | -4.2% | +343.8% | +331.7% |
| 3Y | +694.6% | +13.5% | +681.1% | +614.9% |
| 5Y | +1,122.0% | -45.5% | +1,167.5% | +989.9% |
| All | +1,122.0% | -47.2% | +1,169.2% | +989.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling