+164.6%
DOCN vs ESTC
-20.5%
+185.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.5% | +7.3% | +5.3% |
| 7D | +1.1% | -8.1% | +9.2% | +5.6% |
| 30D | -9.6% | +31.7% | -41.3% | -25.7% |
| 3M | -37.7% | +41.1% | -78.7% | -51.4% |
| 6M | +115.2% | +77.1% | +38.1% | +44.5% |
| YTD | +133.7% | +21.7% | +112.0% | +92.1% |
| 1Y | +250.2% | +8.4% | +241.8% | +200.2% |
| 3Y | +320.3% | +23.6% | +296.7% | +171.1% |
| 5Y | +53.1% | -46.5% | +99.6% | +80.4% |
| All | +164.6% | -20.5% | +185.1% | +147.2% |
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 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