+115.1%
DLR vs ESTC
+28.9%
+86.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.9% | -1.5% | +2.7% |
| 7D | +2.4% | -1.2% | +3.5% | +2.5% |
| 30D | +0.7% | -8.1% | +8.9% | +1.8% |
| 3M | -6.4% | +20.2% | -26.6% | -9.4% |
| 6M | -6.5% | +72.7% | -79.3% | -14.4% |
| YTD | +18.8% | +19.6% | -0.9% | +13.7% |
| 1Y | +9.0% | +0.3% | +8.8% | +6.8% |
| 3Y | +54.5% | +22.8% | +31.7% | +39.9% |
| 5Y | +35.8% | -50.9% | +86.7% | +32.0% |
| All | +115.1% | +28.9% | +86.1% | +67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling