+54.3%
DOCN vs ESTC
-4.6%
+58.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -6.1% | -9.7% | -14.2% |
| 7D | -29.3% | -18.5% | -10.8% | -25.3% |
| 30D | -46.0% | -11.0% | -35.0% | -43.9% |
| 3M | -43.2% | +20.8% | -64.0% | -46.0% |
| 6M | -53.7% | +67.9% | -121.6% | -60.9% |
| YTD | +46.9% | +11.6% | +35.3% | +41.7% |
| 1Y | +54.3% | -3.3% | +57.6% | +52.0% |
| All | +54.3% | -4.6% | +58.9% | +52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling