-31.1%
DOCN vs ESTC
-51.6%
+20.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -6.1% | -9.7% | -12.5% |
| 7D | -29.3% | -18.5% | -10.8% | -20.5% |
| 30D | -46.0% | -11.0% | -35.0% | -42.0% |
| 3M | -43.2% | +20.8% | -64.0% | -50.7% |
| 6M | -53.7% | +67.9% | -121.6% | -67.7% |
| YTD | +46.9% | +11.6% | +35.3% | +27.5% |
| 1Y | +54.3% | -3.3% | +57.6% | +44.1% |
| 3Y | +185.5% | +16.4% | +169.1% | +91.5% |
| 5Y | -31.1% | -49.9% | +18.8% | -8.4% |
| All | -31.1% | -51.6% | +20.5% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling