+36.0%
DIS vs ESTC
+20.1%
+15.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.8% | +1.6% |
| 7D | +5.3% | -1.2% | +6.5% | +5.4% |
| 30D | +10.2% | -8.1% | +18.4% | +10.9% |
| 3M | +13.5% | +20.2% | -6.6% | +10.8% |
| 6M | +11.1% | +72.7% | -61.6% | +4.2% |
| YTD | +5.5% | +19.6% | -14.1% | +2.2% |
| 1Y | +9.1% | +0.3% | +8.9% | +7.5% |
| 3Y | +36.0% | +22.8% | +13.2% | +34.3% |
| All | +36.0% | +20.1% | +15.9% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling