+103.1%
DINO vs ESTC
+23.7%
+79.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.1% |
| 7D | +2.0% | -3.3% | +5.3% | +2.3% |
| 30D | +27.7% | +13.4% | +14.2% | +25.2% |
| 3M | +56.3% | +41.3% | +15.0% | +48.6% |
| 6M | +107.6% | +62.6% | +45.0% | +93.2% |
| YTD | +140.2% | +14.8% | +125.4% | +132.3% |
| 1Y | +113.0% | -5.1% | +118.0% | +110.2% |
| 3Y | +100.1% | +11.2% | +88.9% | +86.2% |
| 5Y | +328.7% | -47.0% | +375.7% | +325.6% |
| All | +103.1% | +23.7% | +79.4% | +41.2% |
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