+194.7%
DGX vs ESTC
+25.9%
+168.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +1.6% | +2.4% | -0.9% | +1.4% |
| 30D | +11.2% | -4.2% | +15.5% | +11.4% |
| 3M | +10.4% | +2.5% | +7.9% | +9.9% |
| 6M | +37.1% | +81.5% | -44.4% | +30.7% |
| YTD | +52.1% | +16.8% | +35.3% | +49.0% |
| 1Y | +40.7% | -3.5% | +44.2% | +39.6% |
| 3Y | +107.6% | +17.7% | +89.9% | +94.9% |
| 5Y | +90.6% | -51.7% | +142.4% | +91.5% |
| All | +194.7% | +25.9% | +168.7% | +120.2% |
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