+22.4%
DOC vs ESTC
+20.3%
+2.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.1% | +5.9% | +0.4% |
| 7D | +6.2% | -18.5% | +24.7% | +8.4% |
| 30D | +6.5% | -11.0% | +17.5% | +7.5% |
| 3M | -6.2% | +20.8% | -27.0% | -8.8% |
| 6M | +25.6% | +67.9% | -42.3% | +17.3% |
| YTD | +32.1% | +11.6% | +20.5% | +28.4% |
| 1Y | +20.3% | -3.3% | +23.6% | +18.6% |
| 3Y | +42.7% | +16.4% | +26.3% | +31.6% |
| 5Y | -22.2% | -49.9% | +27.7% | -22.9% |
| All | +22.4% | +20.3% | +2.1% | -9.0% |
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