+9.5%
DLR vs ESTC
+0.3%
+9.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.9% | -1.5% | +3.3% |
| 7D | +2.4% | -1.2% | +3.5% | +2.3% |
| 30D | +0.7% | -8.1% | +8.9% | +0.7% |
| 3M | -6.4% | +20.2% | -26.6% | -6.1% |
| 6M | -6.5% | +72.7% | -79.3% | -6.3% |
| YTD | +18.8% | +19.6% | -0.9% | +20.6% |
| All | +9.5% | +0.3% | +9.2% | +13.3% |
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 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