-38.7%
DOCS vs ESTC
-41.6%
+2.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.3% | -2.9% |
| 7D | -0.8% | -11.5% | +10.8% | +4.2% |
| 30D | +17.4% | -7.5% | +24.9% | +20.8% |
| 3M | +57.4% | +23.1% | +34.3% | +43.2% |
| 6M | +26.5% | +75.3% | -48.7% | -1.0% |
| YTD | -26.6% | +14.1% | -40.7% | -32.8% |
| 1Y | -48.1% | -0.6% | -47.5% | -50.6% |
| 3Y | +52.6% | +20.8% | +31.8% | +10.2% |
| 5Y | -52.1% | -48.8% | -3.3% | -50.5% |
| All | -38.7% | -41.6% | +2.9% | -38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling