+108.0%
DLR vs ESTC
+23.0%
+85.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.6% |
| 7D | -3.6% | -11.5% | +7.9% | -2.0% |
| 30D | -3.5% | -7.5% | +4.1% | -2.6% |
| 3M | -8.9% | +23.1% | -32.0% | -12.1% |
| 6M | -11.6% | +75.3% | -86.9% | -19.2% |
| YTD | +14.9% | +14.1% | +0.8% | +10.6% |
| 1Y | +6.4% | -0.6% | +7.0% | +4.3% |
| 3Y | +47.3% | +20.8% | +26.4% | +33.4% |
| 5Y | +32.8% | -48.8% | +81.6% | +28.2% |
| All | +108.0% | +23.0% | +85.1% | +62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling