+20.0%
DG vs ESTC
+0.7%
+19.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.7% | -0.3% | -3.7% |
| 7D | -2.5% | -4.3% | +1.8% | -2.1% |
| 30D | +1.0% | +17.7% | -16.7% | -1.2% |
| 3M | +20.3% | +42.3% | -22.0% | +14.7% |
| 6M | -11.7% | +64.6% | -76.3% | -17.6% |
| YTD | -2.3% | +17.2% | -19.5% | -8.4% |
| 1Y | +20.0% | -4.2% | +24.2% | +12.7% |
| All | +20.0% | +0.7% | +19.3% | +12.7% |
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