+7.4%
DIS vs ESTC
+20.3%
-12.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.1% | +4.7% | -0.4% |
| 7D | +5.7% | -18.5% | +24.2% | +9.2% |
| 30D | +12.7% | -11.0% | +23.7% | +14.5% |
| 3M | +15.2% | +20.8% | -5.6% | +10.4% |
| 6M | +17.6% | +67.9% | -50.3% | +5.8% |
| YTD | +3.8% | +11.6% | -7.8% | -0.6% |
| 1Y | +6.8% | -3.3% | +10.0% | +4.4% |
| 3Y | +42.1% | +16.4% | +25.7% | +26.2% |
| 5Y | -31.2% | -49.9% | +18.7% | -33.6% |
| All | +7.4% | +20.3% | -12.8% | -23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling