+44.3%
DOC vs ESTC
+22.9%
+21.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.2% |
| 7D | +8.7% | -15.9% | +24.6% | +9.6% |
| 30D | +7.6% | -5.5% | +13.1% | +7.8% |
| 3M | -5.3% | +26.2% | -31.5% | -6.7% |
| 6M | +27.6% | +77.0% | -49.4% | +22.9% |
| YTD | +32.4% | +18.9% | +13.5% | +30.6% |
| 1Y | +22.9% | +1.3% | +21.6% | +22.5% |
| All | +44.3% | +22.9% | +21.4% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling