+24.3%
DOC vs ESTC
+31.2%
-6.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -1.3% |
| 7D | -1.5% | -8.1% | +6.6% | -0.7% |
| 30D | -4.8% | +31.7% | -36.4% | -7.9% |
| 3M | +6.9% | +41.1% | -34.2% | +2.4% |
| 6M | +20.7% | +77.1% | -56.3% | +12.3% |
| YTD | +34.1% | +21.7% | +12.5% | +29.6% |
| 1Y | +22.6% | +8.4% | +14.3% | +19.5% |
| 3Y | +20.8% | +23.6% | -2.8% | +10.9% |
| 5Y | -24.9% | -46.5% | +21.6% | -26.0% |
| All | +24.3% | +31.2% | -6.9% | -8.1% |
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