+161.4%
DGX vs ESTC
+19.3%
+142.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.7% | -1.6% |
| 7D | -3.5% | -13.2% | +9.7% | -2.6% |
| 30D | -2.7% | +9.3% | -12.0% | -3.5% |
| 3M | +13.9% | +37.3% | -23.5% | +11.0% |
| 6M | +16.0% | +61.0% | -45.0% | +11.5% |
| YTD | +34.9% | +10.7% | +24.3% | +32.8% |
| 1Y | +30.6% | -7.2% | +37.7% | +29.9% |
| 3Y | +93.0% | +7.2% | +85.8% | +82.5% |
| 5Y | +64.4% | -47.7% | +112.1% | +62.5% |
| All | +161.4% | +19.3% | +142.1% | +96.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling