+2,020.4%
DELL vs ESTC
+31.2%
+1,989.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.5% | +6.0% | +2.4% |
| 7D | +14.9% | -8.1% | +23.0% | +16.7% |
| 30D | +13.3% | +31.7% | -18.4% | +6.2% |
| 3M | +24.4% | +41.1% | -16.7% | +14.8% |
| 6M | +258.0% | +77.1% | +180.9% | +216.0% |
| YTD | +320.2% | +21.7% | +298.5% | +294.6% |
| 1Y | +319.1% | +8.4% | +310.7% | +299.7% |
| 3Y | +706.5% | +23.6% | +682.9% | +595.6% |
| 5Y | +1,071.9% | -46.5% | +1,118.4% | +1,044.3% |
| All | +2,020.4% | +31.2% | +1,989.2% | +1,304.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling