+324.3%
DOCN vs ESTC
+25.2%
+299.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.5% | +7.3% | +4.3% |
| 7D | +1.1% | -8.1% | +9.2% | +3.8% |
| 30D | -9.6% | +31.7% | -41.3% | -19.7% |
| 3M | -37.7% | +41.1% | -78.7% | -46.4% |
| 6M | +115.2% | +77.1% | +38.1% | +68.4% |
| YTD | +133.7% | +21.7% | +112.0% | +108.9% |
| 1Y | +250.2% | +8.4% | +241.8% | +222.5% |
| All | +324.3% | +25.2% | +299.1% | +269.8% |
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