+124.3%
DLR vs ESTC
+23.7%
+100.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | 0.0% |
| 7D | +2.9% | -3.3% | +6.2% | +3.3% |
| 30D | -1.2% | +13.4% | -14.6% | -3.4% |
| 3M | +2.9% | +41.3% | -38.4% | -2.6% |
| 6M | +6.7% | +62.6% | -55.9% | -1.6% |
| YTD | +23.9% | +14.8% | +9.1% | +19.3% |
| 1Y | +18.6% | -5.1% | +23.7% | +17.0% |
| 3Y | +59.7% | +11.2% | +48.5% | +46.6% |
| 5Y | +42.1% | -47.0% | +89.0% | +36.6% |
| All | +124.3% | +23.7% | +100.6% | +75.8% |
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