+42.9%
DG vs ESTC
+31.2%
+11.7%
-72.6%
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% | +1.8% |
| 7D | +8.4% | -8.1% | +16.5% | +9.1% |
| 30D | +4.9% | +31.7% | -26.7% | +2.2% |
| 3M | +29.3% | +41.1% | -11.7% | +25.1% |
| 6M | -11.3% | +77.1% | -88.3% | -15.9% |
| YTD | +1.8% | +21.7% | -19.9% | -1.0% |
| 1Y | +25.3% | +8.4% | +17.0% | +22.7% |
| 3Y | +9.1% | +23.6% | -14.5% | +1.6% |
| 5Y | -34.9% | -46.5% | +11.6% | -36.2% |
| All | +42.9% | +31.2% | +11.7% | +15.9% |
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 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