+7.7%
DIS vs ESTC
-3.0%
+10.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.3% |
| 7D | +4.4% | -3.6% | +8.0% | +4.6% |
| 30D | +10.3% | -11.2% | +21.5% | +11.0% |
| 3M | +15.5% | +14.3% | +1.2% | +13.6% |
| 6M | +11.2% | +67.0% | -55.8% | +5.7% |
| YTD | +5.6% | +15.7% | -10.1% | +3.0% |
| 1Y | +7.7% | -6.3% | +14.0% | +5.7% |
| All | +7.7% | -3.0% | +10.8% | +5.7% |
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