+30.6%
DGX vs ESTC
-8.5%
+39.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.7% | -1.9% |
| 7D | -3.5% | -13.2% | +9.7% | -3.9% |
| 30D | -2.7% | +9.3% | -12.0% | -2.1% |
| 3M | +13.9% | +37.3% | -23.5% | +15.5% |
| 6M | +16.0% | +61.0% | -45.0% | +18.0% |
| YTD | +34.9% | +10.7% | +24.3% | +34.2% |
| 1Y | +30.6% | -7.2% | +37.7% | +27.9% |
| All | +30.6% | -8.5% | +39.1% | +27.9% |
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 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