+13.0%
DLR vs ESTC
+1.6%
+11.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.4% | +2.6% |
| 7D | +2.8% | -15.9% | +18.7% | +2.8% |
| 30D | +2.8% | -5.5% | +8.3% | +2.8% |
| 3M | -4.0% | +26.2% | -30.2% | -3.7% |
| 6M | -5.6% | +77.0% | -82.6% | -5.4% |
| YTD | +21.9% | +18.9% | +3.1% | +23.9% |
| 1Y | +13.0% | +1.3% | +11.7% | +16.4% |
| All | +13.0% | +1.6% | +11.5% | +16.4% |
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