+22.7%
DOC vs ESTC
+28.1%
-5.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.2% |
| 7D | +8.7% | -15.9% | +24.6% | +10.6% |
| 30D | +7.6% | -5.5% | +13.1% | +8.1% |
| 3M | -5.3% | +26.2% | -31.5% | -8.2% |
| 6M | +27.6% | +77.0% | -49.4% | +18.6% |
| YTD | +32.4% | +18.9% | +13.5% | +27.9% |
| 1Y | +22.9% | +1.3% | +21.6% | +20.6% |
| 3Y | +43.1% | +24.0% | +19.1% | +31.1% |
| 5Y | -21.4% | -47.7% | +26.3% | -22.4% |
| All | +22.7% | +28.1% | -5.4% | -9.3% |
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 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