+64.9%
DGX vs ESTC
-46.4%
+111.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | 0.0% |
| 7D | -2.2% | -3.3% | +1.1% | -2.1% |
| 30D | -0.9% | +13.4% | -14.4% | -1.4% |
| 3M | +15.6% | +41.3% | -25.7% | +14.2% |
| 6M | +17.8% | +62.6% | -44.8% | +15.6% |
| YTD | +37.5% | +14.8% | +22.7% | +36.4% |
| 1Y | +31.2% | -5.1% | +36.2% | +31.0% |
| 3Y | +96.6% | +11.2% | +85.4% | +89.5% |
| 5Y | +64.9% | -47.0% | +111.9% | +54.5% |
| All | +64.9% | -46.4% | +111.3% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling