+96.6%
DGX vs ESTC
+11.7%
+84.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.8% |
| 7D | -0.3% | -4.3% | +4.0% | -0.4% |
| 30D | -1.2% | +17.7% | -18.9% | -0.8% |
| 3M | +19.9% | +42.3% | -22.4% | +20.9% |
| 6M | +19.2% | +64.6% | -45.3% | +20.6% |
| YTD | +37.5% | +17.2% | +20.3% | +38.2% |
| 1Y | +31.3% | -4.2% | +35.5% | +31.6% |
| 3Y | +96.6% | +13.5% | +83.1% | +97.5% |
| All | +96.6% | +11.7% | +84.9% | +97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling