+7.2%
DIS vs ESTC
-2.5%
+9.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.6% |
| 7D | +5.2% | -11.5% | +16.8% | +6.1% |
| 30D | +11.5% | -7.5% | +19.0% | +11.8% |
| 3M | +11.5% | +23.1% | -11.5% | +8.9% |
| 6M | +8.9% | +75.3% | -66.4% | +3.0% |
| YTD | +3.4% | +14.1% | -10.7% | +1.1% |
| 1Y | +7.2% | -0.6% | +7.8% | +5.2% |
| All | +7.2% | -2.5% | +9.7% | +5.2% |
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 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