+34.3%
DLR vs ESTC
-46.4%
+80.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +0.9% |
| 7D | +1.6% | -8.1% | +9.7% | +2.6% |
| 30D | -3.4% | +31.7% | -35.0% | -7.3% |
| 3M | +0.5% | +41.1% | -40.5% | -4.7% |
| 6M | +4.6% | +77.1% | -72.5% | -4.6% |
| YTD | +23.4% | +21.7% | +1.7% | +18.3% |
| 1Y | +19.0% | +8.4% | +10.6% | +15.5% |
| 3Y | +56.5% | +23.6% | +32.9% | +40.6% |
| All | +34.3% | -46.4% | +80.7% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling