+9.8%
DIA vs ESTC
-6.1%
+15.9%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.5% |
| 7D | +1.6% | +5.8% | -4.2% | +1.3% |
| 30D | +1.2% | -5.6% | +6.8% | +1.4% |
| 3M | -2.4% | +15.4% | -17.8% | -3.2% |
| 6M | +5.7% | +77.8% | -72.1% | +2.6% |
| YTD | +9.9% | +18.1% | -8.1% | +8.7% |
| 1Y | +9.8% | -3.7% | +13.5% | +9.0% |
| All | +9.8% | -6.1% | +15.9% | +9.0% |
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