+47.3%
DG vs ESTC
+28.9%
+18.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.7% | +1.8% |
| 7D | +0.7% | -1.2% | +1.8% | +0.7% |
| 30D | +7.4% | -8.1% | +15.5% | +8.0% |
| 3M | +8.5% | +20.2% | -11.7% | +6.3% |
| 6M | +21.9% | +72.7% | -50.9% | +15.6% |
| YTD | +4.9% | +19.6% | -14.7% | +2.0% |
| 1Y | +40.4% | +0.3% | +40.1% | +38.1% |
| 3Y | +23.5% | +22.8% | +0.7% | +15.1% |
| 5Y | -32.3% | -50.9% | +18.6% | -33.0% |
| All | +47.3% | +28.9% | +18.4% | +19.4% |
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 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